+13.1%
META vs SARO
-23.7%
+36.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -0.7% |
| 7D | +5.5% | -4.0% | +9.5% | +6.8% |
| 30D | +7.6% | -16.1% | +23.7% | +13.4% |
| 3M | +13.0% | -4.5% | +17.5% | +13.7% |
| 6M | -1.3% | -17.0% | +15.7% | +3.6% |
| YTD | -2.2% | -17.5% | +15.3% | +2.3% |
| 1Y | -14.0% | -12.3% | -1.8% | -12.6% |
| All | +13.1% | -23.7% | +36.9% | +9.1% |
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