+0.2%
MCHP vs SARO
-22.5%
+22.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.0% | +2.9% |
| 7D | 0.0% | -3.1% | +3.1% | +1.6% |
| 30D | -6.0% | -12.2% | +6.2% | -0.1% |
| 3M | -19.7% | -7.4% | -12.3% | -17.1% |
| 6M | +14.0% | -15.3% | +29.3% | +21.6% |
| YTD | +18.4% | -16.2% | +34.6% | +25.1% |
| 1Y | +17.1% | -12.1% | +29.2% | +19.6% |
| All | +0.2% | -22.5% | +22.7% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling