-2.8%
SM vs SARO
-22.5%
+19.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.4% |
| 7D | +4.6% | -3.1% | +7.7% | +4.9% |
| 30D | +18.2% | -12.2% | +30.4% | +19.9% |
| 3M | +22.5% | -7.4% | +29.9% | +21.5% |
| 6M | +50.6% | -15.3% | +65.8% | +51.9% |
| YTD | +108.1% | -16.2% | +124.3% | +108.3% |
| 1Y | +46.0% | -12.1% | +58.1% | +41.9% |
| All | -2.8% | -22.5% | +19.6% | -13.6% |
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