+28.5%
SGI vs SARO
-21.9%
+50.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | +5.5% | -14.5% | +20.0% | +12.0% |
| 3M | -3.6% | -5.3% | +1.7% | -1.6% |
| 6M | -15.0% | -15.3% | +0.3% | -10.4% |
| YTD | -23.0% | -15.6% | -7.5% | -18.8% |
| 1Y | -18.4% | -9.1% | -9.3% | -16.2% |
| All | +28.5% | -21.9% | +50.4% | +26.2% |
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