+37.0%
RF vs SARO
-11.1%
+48.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.7% | +0.6% |
| 7D | +0.4% | +8.9% | -8.6% | -2.0% |
| 30D | +5.6% | +38.6% | -33.1% | -3.6% |
| 3M | -8.9% | +0.6% | -9.5% | -9.3% |
| 6M | +7.1% | +2.9% | +4.2% | +5.1% |
| YTD | +8.3% | -3.9% | +12.2% | +7.7% |
| 1Y | +16.8% | +4.6% | +12.3% | +12.7% |
| All | +37.0% | -11.1% | +48.1% | +32.5% |
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 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