-10.5%
PSA vs SARO
-22.5%
+12.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | -1.8% | -3.1% | +1.3% | -1.4% |
| 30D | -8.4% | -12.2% | +3.9% | -6.8% |
| 3M | -7.8% | -7.4% | -0.5% | -7.2% |
| 6M | +0.8% | -15.3% | +16.1% | +2.3% |
| YTD | +16.5% | -16.2% | +32.7% | +18.3% |
| 1Y | +4.7% | -12.1% | +16.8% | +5.6% |
| All | -10.5% | -22.5% | +12.0% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling