+18.7%
PATH vs SARO
-8.8%
+27.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.4% | -6.4% | -7.4% |
| 7D | -22.8% | +1.1% | -23.8% | -23.0% |
| 30D | -6.9% | -16.2% | +9.3% | -2.4% |
| 3M | +25.4% | -1.3% | +26.7% | +23.7% |
| 6M | +18.1% | -15.2% | +33.4% | +25.7% |
| YTD | -14.5% | -14.7% | +0.2% | -10.8% |
| 1Y | +18.7% | -9.1% | +27.8% | +19.6% |
| All | +18.7% | -8.8% | +27.5% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling