+5.9%
O vs SARO
-22.5%
+28.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.2% |
| 7D | -2.9% | -3.1% | +0.2% | -2.7% |
| 30D | -4.5% | -12.2% | +7.7% | -4.0% |
| 3M | -2.6% | -7.4% | +4.7% | -2.5% |
| 6M | -5.6% | -15.3% | +9.6% | -5.2% |
| YTD | +9.3% | -16.2% | +25.4% | +9.8% |
| 1Y | +4.3% | -12.1% | +16.4% | +4.5% |
| All | +5.9% | -22.5% | +28.3% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling