-1.4%
LOW vs SARO
-7.8%
+6.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.9% | +5.6% | +6.8% |
| 7D | +15.6% | +15.8% | -0.1% | +10.1% |
| 30D | +28.6% | +22.2% | +6.4% | +20.3% |
| 3M | +5.8% | -16.2% | +22.0% | +10.8% |
| 6M | +3.8% | +4.6% | -0.8% | +0.7% |
| YTD | -2.8% | -10.4% | +7.6% | -0.8% |
| 1Y | -1.4% | -6.5% | +5.1% | 0.0% |
| All | -1.4% | -7.8% | +6.4% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SARO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling