-3.7%
SM vs SARO
-21.1%
+17.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +3.8% |
| 7D | -0.2% | +1.1% | -1.2% | -0.3% |
| 30D | +31.5% | -16.2% | +47.7% | +34.1% |
| 3M | +17.3% | -1.3% | +18.6% | +14.8% |
| 6M | +48.5% | -15.2% | +63.8% | +50.7% |
| YTD | +106.3% | -14.7% | +120.9% | +106.1% |
| 1Y | +47.3% | -9.1% | +56.4% | +41.7% |
| All | -3.7% | -21.1% | +17.4% | -14.5% |
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