+397.0%
SIMO vs SARO
-22.5%
+419.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.6% | +6.8% |
| 7D | +11.0% | -3.1% | +14.1% | +12.1% |
| 30D | +17.9% | -12.2% | +30.1% | +22.4% |
| 3M | +3.9% | -7.4% | +11.3% | +5.9% |
| 6M | +131.0% | -15.3% | +146.3% | +139.8% |
| YTD | +209.3% | -16.2% | +225.5% | +218.6% |
| 1Y | +223.8% | -12.1% | +235.9% | +225.6% |
| All | +397.0% | -22.5% | +419.5% | +370.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling