+96.7%
P vs SARO
-22.5%
+119.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.5% |
| 7D | -1.3% | -3.1% | +1.8% | +0.3% |
| 30D | -11.9% | -12.2% | +0.4% | -5.9% |
| 3M | +41.6% | -7.4% | +49.0% | +46.4% |
| 6M | +58.1% | -15.3% | +73.4% | +68.5% |
| YTD | +46.5% | -16.2% | +62.7% | +56.1% |
| 1Y | +19.1% | -12.1% | +31.2% | +22.6% |
| All | +96.7% | -22.5% | +119.1% | +111.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling