+85.4%
QLD vs SARO
-20.0%
+105.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +0.6% | -0.8% | +1.4% | +1.0% |
| 30D | -0.1% | -20.0% | +19.9% | +12.5% |
| 3M | -8.4% | -2.9% | -5.5% | -7.6% |
| 6M | +32.2% | -17.7% | +49.9% | +45.1% |
| YTD | +28.9% | -13.5% | +42.4% | +36.1% |
| 1Y | +43.8% | -9.7% | +53.5% | +46.7% |
| All | +85.4% | -20.0% | +105.3% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling