-4.6%
SBAC vs SARO
-10.7%
+6.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.1% |
| 7D | -2.1% | -3.1% | +1.0% | -1.9% |
| 30D | +2.0% | -12.2% | +14.2% | +2.8% |
| 3M | -8.3% | -7.4% | -0.9% | -8.9% |
| 6M | +0.3% | -15.3% | +15.6% | 0.0% |
| YTD | -2.2% | -16.2% | +14.0% | -2.4% |
| 1Y | -4.6% | -12.1% | +7.5% | -5.7% |
| All | -4.6% | -10.7% | +6.0% | -5.7% |
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 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