+51.1%
SN vs SARO
-23.7%
+74.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -2.7% |
| 7D | -7.2% | -4.0% | -3.2% | -5.1% |
| 30D | -13.4% | -16.1% | +2.8% | -4.7% |
| 3M | +26.8% | -4.5% | +31.3% | +28.6% |
| 6M | +44.6% | -17.0% | +61.6% | +57.8% |
| YTD | +45.3% | -17.5% | +62.8% | +58.5% |
| 1Y | +40.1% | -12.3% | +52.4% | +46.1% |
| All | +51.1% | -23.7% | +74.8% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling