+71.6%
SM vs SARO
-7.8%
+79.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +1.9% | -17.2% | -14.4% |
| 7D | -21.5% | +15.8% | -37.2% | -15.9% |
| 30D | -11.4% | +22.2% | -33.6% | -2.8% |
| 3M | +0.6% | -16.2% | +16.8% | -5.7% |
| 6M | +0.2% | +4.6% | -4.3% | +2.8% |
| YTD | +69.7% | -10.4% | +80.0% | +68.6% |
| 1Y | +71.6% | -6.5% | +78.1% | +69.8% |
| All | +71.6% | -7.8% | +79.3% | +69.8% |
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