+0.1%
SCHW vs SARO
-6.5%
+6.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.6% |
| 7D | +3.5% | +6.3% | -2.9% | +2.4% |
| 30D | -4.4% | +20.8% | -25.2% | -7.3% |
| 3M | -14.0% | -18.4% | +4.4% | -10.2% |
| 6M | +0.8% | +0.8% | +0.1% | -0.3% |
| YTD | -6.4% | -11.8% | +5.4% | -3.7% |
| 1Y | +0.1% | -7.3% | +7.4% | +1.3% |
| All | +0.1% | -6.5% | +6.6% | +1.3% |
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