+53.0%
SHEL vs SARO
-23.7%
+76.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +0.5% |
| 7D | +3.9% | -4.0% | +7.9% | +4.1% |
| 30D | +7.0% | -16.1% | +23.1% | +8.0% |
| 3M | +12.5% | -4.5% | +17.0% | +12.0% |
| 6M | +14.8% | -17.0% | +31.8% | +15.7% |
| YTD | +34.2% | -17.5% | +51.7% | +35.0% |
| 1Y | +37.0% | -12.3% | +49.3% | +36.0% |
| All | +53.0% | -23.7% | +76.7% | +43.8% |
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