+98.3%
SLV vs SARO
-23.7%
+122.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.4% | -2.9% | -4.8% |
| 7D | -5.0% | -4.0% | -1.0% | -4.2% |
| 30D | -1.8% | -16.1% | +14.3% | +1.8% |
| 3M | -0.3% | -4.5% | +4.2% | +0.4% |
| 6M | -28.2% | -17.0% | -11.2% | -26.3% |
| YTD | -10.7% | -17.5% | +6.8% | -8.1% |
| 1Y | +53.7% | -12.3% | +66.0% | +57.1% |
| All | +98.3% | -23.7% | +122.0% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling