+64.5%
PM vs SARO
-21.1%
+85.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.3% |
| 7D | -1.3% | +1.1% | -2.4% | -1.3% |
| 30D | -2.6% | -16.2% | +13.6% | -1.7% |
| 3M | +5.8% | -1.3% | +7.1% | +5.7% |
| 6M | +10.6% | -15.2% | +25.8% | +11.2% |
| YTD | +17.2% | -14.7% | +31.8% | +17.8% |
| 1Y | +17.6% | -9.1% | +26.7% | +17.9% |
| All | +64.5% | -21.1% | +85.5% | +53.2% |
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