+66.2%
QLD vs SARO
-11.1%
+77.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +1.4% |
| 7D | +12.5% | +8.9% | +3.6% | +7.7% |
| 30D | -15.7% | +38.6% | -54.3% | -29.2% |
| 3M | -11.9% | +0.6% | -12.5% | -12.2% |
| 6M | -10.3% | +2.9% | -13.1% | -12.8% |
| YTD | +15.6% | -3.9% | +19.5% | +15.4% |
| 1Y | +12.1% | +4.6% | +7.6% | +5.8% |
| All | +66.2% | -11.1% | +77.3% | +49.5% |
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