+83.9%
QLD vs SARO
-21.9%
+105.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.1% |
| 7D | +1.9% | +0.6% | +1.3% | +1.5% |
| 30D | -1.8% | -14.5% | +12.7% | +6.7% |
| 3M | -0.1% | -5.3% | +5.2% | +2.3% |
| 6M | +32.6% | -15.3% | +47.8% | +42.7% |
| YTD | +27.9% | -15.6% | +43.5% | +36.8% |
| 1Y | +40.3% | -9.1% | +49.4% | +42.0% |
| All | +83.9% | -21.9% | +105.8% | +77.2% |
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 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