+67.3%
QLD vs SARO
-7.3%
+74.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.8% | +4.2% |
| 7D | -1.2% | +11.8% | -13.0% | -6.5% |
| 30D | -15.7% | +44.3% | -60.1% | -30.6% |
| 3M | -10.0% | +1.9% | -11.9% | -10.8% |
| 6M | -11.2% | +7.2% | -18.5% | -15.4% |
| YTD | +16.4% | +0.2% | +16.1% | +13.8% |
| 1Y | +12.7% | +5.4% | +7.3% | +6.4% |
| All | +67.3% | -7.3% | +74.6% | +47.4% |
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