-39.3%
SHAK vs SARO
-22.5%
-16.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.5% | +2.4% |
| 7D | -8.3% | -3.1% | -5.2% | -6.9% |
| 30D | -12.6% | -12.2% | -0.4% | -7.4% |
| 3M | +9.1% | -7.4% | +16.5% | +12.2% |
| 6M | -31.2% | -15.3% | -16.0% | -26.5% |
| YTD | -21.6% | -16.2% | -5.4% | -16.1% |
| 1Y | -38.8% | -12.1% | -26.7% | -36.3% |
| All | -39.3% | -22.5% | -16.9% | -36.3% |
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 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