+2,684.0%
SNDK vs SARO
-7.4%
+2,691.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.7% | +11.2% | +11.5% |
| 7D | +17.2% | -0.8% | +18.0% | +17.7% |
| 30D | +28.8% | -20.0% | +48.8% | +47.9% |
| 3M | -1.1% | -2.9% | +1.8% | +0.5% |
| 6M | +190.5% | -17.7% | +208.1% | +234.6% |
| YTD | +633.0% | -13.5% | +646.5% | +667.9% |
| 1Y | +2,684.0% | -9.7% | +2,693.7% | +2,613.7% |
| All | +2,684.0% | -7.4% | +2,691.4% | +2,613.7% |
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 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