+287.6%
SMTC vs SARO
-23.7%
+311.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.6% | -1.6% |
| 7D | +17.5% | -4.0% | +21.5% | +20.3% |
| 30D | +21.3% | -16.1% | +37.4% | +34.3% |
| 3M | +3.1% | -4.5% | +7.7% | +4.6% |
| 6M | +81.7% | -17.0% | +98.7% | +97.5% |
| YTD | +115.9% | -17.5% | +133.5% | +133.0% |
| 1Y | +157.8% | -12.3% | +170.1% | +165.3% |
| All | +287.6% | -23.7% | +311.3% | +274.1% |
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