+9.0%
MSFT vs SARO
-7.8%
+16.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.9% | +4.8% | +6.5% |
| 7D | +4.7% | +15.8% | -11.1% | +3.0% |
| 30D | +5.8% | +22.2% | -16.4% | +3.4% |
| 3M | +13.0% | -16.2% | +29.2% | +15.3% |
| 6M | +34.9% | +4.6% | +30.3% | +34.4% |
| YTD | +15.7% | -10.4% | +26.0% | +18.1% |
| 1Y | +9.0% | -6.5% | +15.5% | +10.2% |
| All | +9.0% | -7.8% | +16.7% | +10.2% |
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 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