+11.5%
SE vs SARO
-22.5%
+33.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -2.1% |
| 7D | -5.2% | -3.1% | -2.1% | -3.9% |
| 30D | -17.1% | -12.2% | -4.8% | -12.2% |
| 3M | +24.0% | -7.4% | +31.3% | +27.1% |
| 6M | +21.0% | -15.3% | +36.2% | +28.1% |
| YTD | -16.7% | -16.2% | -0.5% | -11.2% |
| 1Y | -45.9% | -12.1% | -33.8% | -43.9% |
| All | +11.5% | -22.5% | +33.9% | +9.5% |
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