+222.4%
SAN vs SARO
-22.5%
+244.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.6% | +1.6% |
| 7D | +0.2% | -3.1% | +3.3% | +1.4% |
| 30D | +0.9% | -12.2% | +13.2% | +6.0% |
| 3M | +19.1% | -7.4% | +26.5% | +22.3% |
| 6M | +33.2% | -15.3% | +48.5% | +40.3% |
| YTD | +29.1% | -16.2% | +45.3% | +36.8% |
| 1Y | +50.2% | -12.1% | +62.3% | +55.9% |
| All | +222.4% | -22.5% | +244.8% | +216.1% |
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 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