-94.7%
SNDQ vs SARO
-3.0%
-91.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | -1.8% | +11.9% | +8.9% |
| 7D | +22.9% | -4.9% | +27.8% | +19.1% |
| 30D | -2.4% | -15.4% | +13.0% | -11.9% |
| 3M | -61.2% | -12.3% | -48.9% | -64.1% |
| All | -94.7% | -3.0% | -91.7% | -95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling