-36.9%
SIMO vs SARO
+3.9%
-40.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -5.7% |
| 7D | +4.1% | +0.4% | +3.7% | +4.2% |
| 30D | -24.0% | +40.3% | -64.3% | -25.6% |
| 3M | -31.8% | +2.2% | -34.0% | -30.4% |
| 6M | -36.9% | +3.7% | -40.6% | -35.0% |
| All | -36.9% | +3.9% | -40.8% | -35.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling