+14.8%
META vs SARO
-21.9%
+36.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.6% | +6.9% |
| 7D | +10.3% | +0.6% | +9.6% | +10.0% |
| 30D | +9.9% | -14.5% | +24.4% | +15.2% |
| 3M | +11.9% | -5.3% | +17.2% | +13.0% |
| 6M | +1.2% | -15.3% | +16.4% | +5.5% |
| YTD | -0.8% | -15.6% | +14.8% | +3.0% |
| 1Y | -14.3% | -9.1% | -5.3% | -14.0% |
| All | +14.8% | -21.9% | +36.6% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling