+13.0%
SE vs SARO
-23.7%
+36.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | +0.1% |
| 7D | -4.8% | -4.0% | -0.8% | -3.1% |
| 30D | -18.1% | -16.1% | -2.0% | -11.6% |
| 3M | +30.6% | -4.5% | +35.1% | +32.1% |
| 6M | +20.8% | -17.0% | +37.8% | +29.2% |
| YTD | -15.6% | -17.5% | +2.0% | -9.4% |
| 1Y | -44.2% | -12.3% | -31.9% | -42.1% |
| All | +13.0% | -23.7% | +36.7% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling