+136.4%
SMH vs SARO
-22.5%
+158.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.2% | +0.8% |
| 7D | +0.3% | -3.1% | +3.4% | +1.6% |
| 30D | -2.8% | -12.2% | +9.4% | +2.4% |
| 3M | -6.7% | -7.4% | +0.6% | -4.2% |
| 6M | +41.8% | -15.3% | +57.0% | +49.4% |
| YTD | +57.9% | -16.2% | +74.0% | +66.2% |
| 1Y | +87.6% | -12.1% | +99.7% | +92.4% |
| All | +136.4% | -22.5% | +158.8% | +127.4% |
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