+208.2%
NET vs SARO
-18.4%
+226.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.6% | -6.7% | -7.6% |
| 7D | -21.2% | +6.3% | -27.5% | -23.2% |
| 30D | -31.1% | +20.8% | -51.9% | -36.6% |
| 3M | -16.5% | -18.4% | +1.9% | -8.9% |
| 6M | 0.0% | +0.8% | -0.8% | -3.3% |
| YTD | +24.0% | -11.8% | +35.8% | +28.1% |
| 1Y | +7.0% | -7.3% | +14.3% | +7.3% |
| All | +208.2% | -18.4% | +226.6% | +190.9% |
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