-47.8%
SNAP vs SARO
-22.5%
-25.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.2% | +2.3% |
| 7D | +3.8% | -3.1% | +6.9% | +5.0% |
| 30D | +9.2% | -12.2% | +21.5% | +14.5% |
| 3M | +6.6% | -7.4% | +13.9% | +9.2% |
| 6M | +16.9% | -15.3% | +32.1% | +23.2% |
| YTD | -29.6% | -16.2% | -13.4% | -25.6% |
| 1Y | -22.1% | -12.1% | -10.0% | -19.5% |
| All | -47.8% | -22.5% | -25.3% | -48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling