+38.0%
SCHD vs SARO
-6.5%
+44.5%
-6.9%
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 | -0.5% | +6.3% | -6.9% | -0.9% |
| 30D | +7.8% | +20.8% | -13.0% | +6.4% |
| 3M | +6.1% | -18.4% | +24.5% | +6.9% |
| 6M | +13.6% | +0.8% | +12.8% | +12.6% |
| YTD | +32.3% | -11.8% | +44.1% | +31.8% |
| 1Y | +38.0% | -7.3% | +45.3% | +36.8% |
| All | +38.0% | -6.5% | +44.5% | +36.8% |
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