+9.1%
PSLV vs SARO
-7.8%
+16.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.9% | +4.1% | +5.4% |
| 7D | -2.6% | +15.8% | -18.4% | -7.4% |
| 30D | -14.2% | +22.2% | -36.4% | -20.1% |
| 3M | -12.2% | -16.2% | +4.0% | -6.3% |
| 6M | -28.1% | +4.6% | -32.7% | -30.5% |
| YTD | -28.2% | -10.4% | -17.8% | -27.5% |
| 1Y | +9.1% | -6.5% | +15.6% | +10.7% |
| All | +9.1% | -7.8% | +16.9% | +10.7% |
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