+2.3%
QCOM vs SARO
-7.8%
+10.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.4% | +4.6% |
| 7D | -5.3% | +15.8% | -21.1% | -10.7% |
| 30D | -4.2% | +22.2% | -26.4% | -11.6% |
| 3M | +7.0% | -16.2% | +23.2% | +13.8% |
| 6M | +3.8% | +4.6% | -0.8% | +0.1% |
| YTD | +2.8% | -10.4% | +13.2% | +2.1% |
| 1Y | +2.3% | -6.5% | +8.8% | -0.6% |
| All | +2.3% | -7.8% | +10.1% | -0.6% |
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