+19.7%
MSFT vs SARO
-21.9%
+41.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | -1.0% | +0.6% | -1.7% | -1.1% |
| 30D | -2.7% | -14.5% | +11.8% | 0.0% |
| 3M | +22.1% | -5.3% | +27.4% | +22.9% |
| 6M | +20.6% | -15.3% | +35.9% | +23.7% |
| YTD | +2.3% | -15.6% | +17.9% | +4.9% |
| 1Y | -0.5% | -9.1% | +8.5% | -0.1% |
| All | +19.7% | -21.9% | +41.6% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling