+363.4%
SIMO vs SARO
-23.7%
+387.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -3.8% |
| 7D | +12.5% | -4.0% | +16.6% | +13.9% |
| 30D | +18.4% | -16.1% | +34.5% | +24.4% |
| 3M | +5.6% | -4.5% | +10.1% | +6.8% |
| 6M | +116.9% | -17.0% | +134.0% | +126.6% |
| YTD | +188.4% | -17.5% | +205.9% | +198.4% |
| 1Y | +221.3% | -12.3% | +233.5% | +222.7% |
| All | +363.4% | -23.7% | +387.1% | +341.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling