+20.7%
MSFT vs SARO
-22.5%
+43.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | -0.8% | -3.1% | +2.3% | -0.3% |
| 30D | +0.8% | -12.2% | +13.1% | +3.1% |
| 3M | +27.2% | -7.4% | +34.6% | +28.6% |
| 6M | +22.9% | -15.3% | +38.2% | +26.0% |
| YTD | +3.1% | -16.2% | +19.3% | +5.9% |
| 1Y | -0.3% | -12.1% | +11.8% | +1.0% |
| All | +20.7% | -22.5% | +43.1% | +17.7% |
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 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