+94.4%
P vs SARO
-21.9%
+116.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.5% |
| 7D | +5.0% | +0.6% | +4.4% | +4.7% |
| 30D | -0.9% | -14.5% | +13.6% | +7.0% |
| 3M | +38.7% | -5.3% | +44.0% | +41.8% |
| 6M | +54.4% | -15.3% | +69.7% | +64.5% |
| YTD | +44.8% | -15.6% | +60.4% | +53.7% |
| 1Y | +22.5% | -9.1% | +31.6% | +23.7% |
| All | +94.4% | -21.9% | +116.3% | +108.1% |
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