+34.6%
SM vs SARO
-7.4%
+42.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.3% |
| 7D | +0.1% | -0.8% | +0.9% | -0.1% |
| 30D | +26.3% | -20.0% | +46.3% | +18.0% |
| 3M | +8.7% | -2.9% | +11.6% | +7.2% |
| 6M | +51.7% | -17.7% | +69.3% | +52.5% |
| YTD | +99.0% | -13.5% | +112.5% | +94.5% |
| 1Y | +34.6% | -9.7% | +44.3% | +30.1% |
| All | +34.6% | -7.4% | +42.0% | +30.1% |
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