-49.3%
SNAP vs SARO
-23.7%
-25.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.3% | +4.8% |
| 7D | -3.2% | -4.0% | +0.9% | -1.7% |
| 30D | +0.2% | -16.1% | +16.3% | +6.9% |
| 3M | +2.6% | -4.5% | +7.1% | +3.8% |
| 6M | +12.4% | -17.0% | +29.5% | +19.4% |
| YTD | -31.6% | -17.5% | -14.1% | -27.3% |
| 1Y | -21.7% | -12.3% | -9.4% | -19.1% |
| All | -49.3% | -23.7% | -25.6% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling