+4.7%
MKTX vs SARO
-7.8%
+12.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | +0.5% | +15.8% | -15.3% | -0.4% |
| 30D | +1.0% | +22.2% | -21.2% | -0.3% |
| 3M | +2.5% | -16.2% | +18.7% | +3.9% |
| 6M | +8.0% | +4.6% | +3.4% | +8.6% |
| YTD | -7.3% | -10.4% | +3.1% | -6.8% |
| 1Y | +4.7% | -6.5% | +11.2% | +3.5% |
| All | +4.7% | -7.8% | +12.4% | +3.5% |
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