-31.8%
LVS vs SARO
-7.8%
-24.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.9% | +4.6% | +6.2% |
| 7D | +13.4% | +15.8% | -2.4% | +10.9% |
| 30D | +12.2% | +22.2% | -10.0% | +8.8% |
| 3M | -10.7% | -16.2% | +5.5% | -10.3% |
| 6M | -19.8% | +4.6% | -24.4% | -21.9% |
| YTD | -35.8% | -10.4% | -25.4% | -36.0% |
| 1Y | -31.8% | -6.5% | -25.3% | -31.8% |
| All | -31.8% | -7.8% | -24.0% | -31.8% |
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