-91.0%
SNDQ vs SARO
+5.7%
-96.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.9% | +13.4% | +15.7% |
| 7D | +66.1% | +15.8% | +50.4% | +72.5% |
| 30D | +122.5% | +22.2% | +100.3% | +136.7% |
| 3M | +11.6% | -16.2% | +27.8% | -6.9% |
| 6M | -82.2% | +4.6% | -86.8% | -85.7% |
| All | -91.0% | +5.7% | -96.7% | -92.9% |
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