+23.2%
RSP vs SARO
-23.7%
+47.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.2% |
| 7D | -3.1% | -4.0% | +0.9% | -2.3% |
| 30D | -3.4% | -16.1% | +12.7% | +0.1% |
| 3M | +3.6% | -4.5% | +8.1% | +4.1% |
| 6M | +9.0% | -17.0% | +26.0% | +12.4% |
| YTD | +12.2% | -17.5% | +29.7% | +15.6% |
| 1Y | +15.6% | -12.3% | +27.8% | +16.9% |
| All | +23.2% | -23.7% | +47.0% | +21.7% |
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