-20.7%
SNAP vs SARO
-7.8%
-13.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.9% | +4.0% | +5.4% |
| 7D | -0.7% | +15.8% | -16.4% | -4.5% |
| 30D | +5.5% | +22.2% | -16.7% | -0.3% |
| 3M | +2.2% | -16.2% | +18.4% | +7.9% |
| 6M | -4.1% | +4.6% | -8.6% | -6.7% |
| YTD | -26.6% | -10.4% | -16.3% | -23.6% |
| 1Y | -20.7% | -6.5% | -14.2% | -18.2% |
| All | -20.7% | -7.8% | -13.0% | -18.2% |
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