+27.2%
SITM vs SARO
-6.5%
+33.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -1.6% | -10.4% | -11.5% |
| 7D | -27.3% | +6.3% | -33.6% | -28.6% |
| 30D | -50.1% | +20.8% | -70.9% | -53.3% |
| 3M | -34.6% | -18.4% | -16.2% | -29.2% |
| 6M | -40.5% | +0.8% | -41.3% | -42.5% |
| YTD | +0.5% | -11.8% | +12.3% | -2.0% |
| 1Y | +27.2% | -7.3% | +34.5% | +18.4% |
| All | +27.2% | -6.5% | +33.7% | +18.4% |
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