+99.3%
P vs SARO
-20.0%
+119.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.0% |
| 7D | +6.5% | -0.8% | +7.3% | +7.0% |
| 30D | +18.8% | -20.0% | +38.8% | +32.3% |
| 3M | +26.7% | -2.9% | +29.6% | +27.8% |
| 6M | +62.2% | -17.7% | +79.8% | +76.0% |
| YTD | +48.5% | -13.5% | +62.0% | +55.7% |
| 1Y | +26.4% | -9.7% | +36.1% | +28.4% |
| All | +99.3% | -20.0% | +119.3% | +110.7% |
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