-42.1%
PODD vs SARO
-23.7%
-18.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | 0.0% | -1.9% |
| 7D | -10.6% | -4.0% | -6.5% | -9.9% |
| 30D | -6.9% | -16.1% | +9.2% | -4.1% |
| 3M | -10.6% | -4.5% | -6.1% | -11.0% |
| 6M | -43.5% | -17.0% | -26.4% | -42.2% |
| YTD | -52.6% | -17.5% | -35.1% | -51.7% |
| 1Y | -60.1% | -12.3% | -47.8% | -60.1% |
| All | -42.1% | -23.7% | -18.4% | -44.0% |
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