-35.6%
SMCI vs SARO
-6.5%
-29.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.6% | -6.9% | -7.9% |
| 7D | -21.3% | +6.3% | -27.7% | -23.5% |
| 30D | -37.7% | +20.8% | -58.5% | -43.5% |
| 3M | -10.7% | -18.4% | +7.7% | +0.9% |
| 6M | -2.7% | +0.8% | -3.5% | -5.5% |
| YTD | -7.5% | -11.8% | +4.3% | -9.1% |
| 1Y | -35.6% | -7.3% | -28.3% | -39.5% |
| All | -35.6% | -6.5% | -29.0% | -39.5% |
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 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