+72.2%
SMTC vs SARO
-7.8%
+80.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.9% | -14.8% | -13.4% |
| 7D | -24.5% | +15.8% | -40.3% | -27.7% |
| 30D | -42.5% | +22.2% | -64.7% | -45.9% |
| 3M | -14.1% | -16.2% | +2.1% | -6.4% |
| 6M | +3.6% | +4.6% | -1.0% | +0.1% |
| YTD | +50.6% | -10.4% | +60.9% | +49.3% |
| 1Y | +72.2% | -6.5% | +78.8% | +63.4% |
| All | +72.2% | -7.8% | +80.0% | +63.4% |
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 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