+146.9%
SMTC vs SARO
-7.4%
+154.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.7% | +8.5% | +8.9% |
| 7D | +12.7% | -0.8% | +13.5% | +13.1% |
| 30D | +22.0% | -20.0% | +42.0% | +34.3% |
| 3M | -12.7% | -2.9% | -9.8% | -12.7% |
| 6M | +64.8% | -17.7% | +82.4% | +77.3% |
| YTD | +100.7% | -13.5% | +114.2% | +103.0% |
| 1Y | +146.9% | -9.7% | +156.6% | +138.4% |
| All | +146.9% | -7.4% | +154.3% | +138.4% |
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