-57.4%
PODD vs SARO
-7.4%
-50.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.7% | -2.1% |
| 7D | +1.6% | -0.8% | +2.4% | +1.7% |
| 30D | +10.7% | -20.0% | +30.7% | +13.3% |
| 3M | +0.7% | -2.9% | +3.6% | -0.6% |
| 6M | -39.3% | -17.7% | -21.6% | -38.5% |
| YTD | -48.1% | -13.5% | -34.6% | -48.4% |
| 1Y | -57.4% | -9.7% | -47.7% | -59.6% |
| All | -57.4% | -7.4% | -50.0% | -59.6% |
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