-18.7%
SAP vs SARO
-10.7%
-8.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -4.1% | -3.1% | -1.0% | -3.7% |
| 30D | +1.1% | -12.2% | +13.3% | +2.8% |
| 3M | +26.1% | -7.4% | +33.5% | +26.8% |
| 6M | +9.8% | -15.3% | +25.1% | +11.9% |
| YTD | -13.6% | -16.2% | +2.6% | -11.4% |
| 1Y | -18.7% | -12.1% | -6.6% | -18.4% |
| All | -18.7% | -10.7% | -8.0% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling