+62.8%
SN vs SARO
-21.1%
+83.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.8% |
| 7D | +0.1% | +1.1% | -1.0% | -0.5% |
| 30D | -5.6% | -16.2% | +10.6% | +3.8% |
| 3M | +48.1% | -1.3% | +49.4% | +47.5% |
| 6M | +57.6% | -15.2% | +72.9% | +69.9% |
| YTD | +56.5% | -14.7% | +71.2% | +67.5% |
| 1Y | +52.6% | -9.1% | +61.6% | +55.8% |
| All | +62.8% | -21.1% | +83.9% | +66.4% |
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