+59.3%
ROST vs SARO
-22.5%
+81.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +2.1% |
| 7D | +0.2% | -3.1% | +3.3% | +0.7% |
| 30D | -6.9% | -12.2% | +5.4% | -5.1% |
| 3M | -3.3% | -7.4% | +4.0% | -2.6% |
| 6M | +9.0% | -15.3% | +24.3% | +11.1% |
| YTD | +28.9% | -16.2% | +45.0% | +31.3% |
| 1Y | +54.0% | -12.1% | +66.1% | +55.1% |
| All | +59.3% | -22.5% | +81.7% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling