-16.5%
S vs SARO
-21.9%
+5.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -1.2% | +0.6% | -1.8% | -1.4% |
| 30D | -12.6% | -14.5% | +2.0% | -8.9% |
| 3M | +27.6% | -5.3% | +32.9% | +28.8% |
| 6M | +35.5% | -15.3% | +50.8% | +40.4% |
| YTD | +29.6% | -15.6% | +45.2% | +34.1% |
| 1Y | +8.1% | -9.1% | +17.2% | +8.5% |
| All | -16.5% | -21.9% | +5.3% | -18.7% |
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 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