+18.0%
Q vs SARO
-7.8%
+25.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -1.0% |
| 7D | -3.3% | +15.8% | -19.0% | -10.3% |
| 30D | -9.7% | +22.2% | -31.9% | -18.8% |
| 3M | -16.1% | -16.2% | +0.1% | -6.4% |
| 6M | -15.7% | +4.6% | -20.3% | -20.8% |
| YTD | +45.7% | -10.4% | +56.1% | +46.1% |
| 1Y | +18.0% | -6.5% | +24.5% | +12.2% |
| All | +18.0% | -7.8% | +25.8% | +12.2% |
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 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