+99.1%
PANW vs SARO
-22.5%
+121.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -4.0% | -2.8% |
| 7D | -0.8% | -3.1% | +2.3% | +0.2% |
| 30D | -14.6% | -12.2% | -2.3% | -11.1% |
| 3M | +18.3% | -7.4% | +25.6% | +21.1% |
| 6M | +100.5% | -15.3% | +115.7% | +109.3% |
| YTD | +79.5% | -16.2% | +95.7% | +86.8% |
| 1Y | +66.7% | -12.1% | +78.8% | +69.3% |
| All | +99.1% | -22.5% | +121.6% | +100.4% |
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 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