+7.0%
QCOM vs SARO
-10.5%
+17.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.3% | -2.9% |
| 7D | +4.3% | +0.4% | +3.9% | +4.0% |
| 30D | -0.1% | +40.3% | -40.4% | -12.8% |
| 3M | +5.2% | +2.2% | +3.0% | +3.7% |
| 6M | -18.4% | +3.7% | -22.1% | -20.6% |
| YTD | +2.4% | -3.3% | +5.7% | +1.2% |
| 1Y | +0.9% | +8.4% | -7.5% | -4.8% |
| All | +7.0% | -10.5% | +17.5% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling