+272.5%
SNDK vs SARO
-6.5%
+279.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -1.6% | -20.7% | -21.6% |
| 7D | -39.4% | +6.3% | -45.7% | -40.9% |
| 30D | -51.4% | +20.8% | -72.3% | -55.9% |
| 3M | -40.3% | -18.4% | -21.9% | -31.8% |
| 6M | -42.7% | +0.8% | -43.5% | -43.8% |
| YTD | +239.7% | -11.8% | +251.5% | +237.9% |
| 1Y | +272.5% | -7.3% | +279.8% | +243.6% |
| All | +272.5% | -6.5% | +279.0% | +243.6% |
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