-11.5%
SHW vs SARO
-10.7%
-0.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.4% |
| 7D | -3.1% | -3.1% | 0.0% | -2.2% |
| 30D | -10.0% | -12.2% | +2.2% | -6.5% |
| 3M | +2.3% | -7.4% | +9.6% | +4.9% |
| 6M | +0.7% | -15.3% | +15.9% | +4.0% |
| YTD | +0.5% | -16.2% | +16.7% | +3.5% |
| 1Y | -11.5% | -12.1% | +0.6% | -10.5% |
| All | -11.5% | -10.7% | -0.8% | -10.5% |
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