+26.7%
Q vs SARO
-14.9%
+41.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | +0.2% | -0.8% | +1.0% | +0.7% |
| 30D | -11.1% | -20.0% | +8.9% | +0.7% |
| 3M | -22.1% | -2.9% | -19.2% | -22.0% |
| 6M | +0.5% | -17.7% | +18.1% | +11.3% |
| YTD | +47.8% | -13.5% | +61.3% | +51.9% |
| All | +26.7% | -14.9% | +41.7% | +27.9% |
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