+37.0%
SLB vs SARO
-21.9%
+58.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -1.9% | +0.6% | -2.5% | -2.0% |
| 30D | +7.8% | -14.5% | +22.3% | +12.2% |
| 3M | +2.7% | -5.3% | +8.0% | +3.1% |
| 6M | +22.2% | -15.3% | +37.4% | +26.2% |
| YTD | +51.1% | -15.6% | +66.6% | +56.0% |
| 1Y | +63.3% | -9.1% | +72.4% | +63.4% |
| All | +37.0% | -21.9% | +58.9% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling