+37.1%
SLB vs SARO
-21.1%
+58.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | +0.4% | +1.1% | -0.6% | +0.1% |
| 30D | +13.6% | -16.2% | +29.8% | +18.8% |
| 3M | +1.5% | -1.3% | +2.8% | +0.6% |
| 6M | +23.0% | -15.2% | +38.3% | +27.2% |
| YTD | +51.2% | -14.7% | +65.9% | +55.7% |
| 1Y | +63.5% | -9.1% | +72.6% | +63.7% |
| All | +37.1% | -21.1% | +58.2% | +34.7% |
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