+12.8%
QCOM vs SARO
-22.5%
+35.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.2% | +2.3% |
| 7D | +7.8% | -3.1% | +10.9% | +9.1% |
| 30D | +12.2% | -12.2% | +24.4% | +17.8% |
| 3M | -9.9% | -7.4% | -2.5% | -7.8% |
| 6M | +36.9% | -15.3% | +52.2% | +43.6% |
| YTD | +8.0% | -16.2% | +24.2% | +13.3% |
| 1Y | +15.0% | -12.1% | +27.1% | +17.8% |
| All | +12.8% | -22.5% | +35.3% | +6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling