-50.1%
SNAP vs SARO
-21.1%
-29.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.2% |
| 7D | +1.5% | +1.1% | +0.4% | +1.1% |
| 30D | +1.9% | -16.2% | +18.0% | +8.7% |
| 3M | -3.9% | -1.3% | -2.6% | -3.9% |
| 6M | +5.2% | -15.2% | +20.5% | +11.0% |
| YTD | -32.7% | -14.7% | -18.0% | -29.3% |
| 1Y | -24.8% | -9.1% | -15.7% | -23.3% |
| All | -50.1% | -21.1% | -29.0% | -51.1% |
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