+55.3%
M vs SARO
-22.5%
+77.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.6% | +6.1% | +7.2% |
| 7D | -4.2% | -3.1% | -1.1% | -3.2% |
| 30D | -7.2% | -12.2% | +5.0% | -3.4% |
| 3M | -11.1% | -7.4% | -3.8% | -9.4% |
| 6M | +28.8% | -15.3% | +44.1% | +34.2% |
| YTD | +2.0% | -16.2% | +18.2% | +6.5% |
| 1Y | +31.3% | -12.1% | +43.4% | +34.0% |
| All | +55.3% | -22.5% | +77.8% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling