-10.3%
RACE vs SARO
-21.9%
+11.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.6% | +0.6% | -3.3% | -2.8% |
| 30D | -1.1% | -14.5% | +13.4% | +2.0% |
| 3M | +12.5% | -5.3% | +17.9% | +13.7% |
| 6M | +17.4% | -15.3% | +32.7% | +20.4% |
| YTD | +10.1% | -15.6% | +25.7% | +12.6% |
| 1Y | -15.1% | -9.1% | -6.1% | -14.6% |
| All | -10.3% | -21.9% | +11.6% | -11.1% |
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