-21.8%
SGI vs SARO
-10.7%
-11.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.2% |
| 7D | -4.5% | -3.1% | -1.3% | -3.1% |
| 30D | +4.2% | -12.2% | +16.4% | +10.5% |
| 3M | -7.4% | -7.4% | -0.1% | -4.4% |
| 6M | -15.1% | -15.3% | +0.2% | -10.3% |
| YTD | -24.7% | -16.2% | -8.5% | -19.9% |
| 1Y | -21.8% | -12.1% | -9.7% | -18.6% |
| All | -21.8% | -10.7% | -11.1% | -18.6% |
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