+274.8%
SITM vs SARO
-22.5%
+297.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +4.6% |
| 7D | +3.9% | -3.1% | +7.0% | +5.8% |
| 30D | -6.6% | -12.2% | +5.6% | +1.1% |
| 3M | -11.9% | -7.4% | -4.5% | -9.4% |
| 6M | +81.1% | -15.3% | +96.4% | +95.1% |
| YTD | +80.0% | -16.2% | +96.2% | +91.7% |
| 1Y | +145.8% | -12.1% | +157.9% | +151.4% |
| All | +274.8% | -22.5% | +297.2% | +243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling