-54.8%
SNDU vs SARO
-3.8%
-51.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.6% | -9.3% | -10.0% |
| 7D | -12.7% | -3.1% | -9.6% | -8.6% |
| 30D | +35.8% | -12.2% | +48.0% | +65.4% |
| 3M | -54.8% | -7.4% | -47.5% | -52.9% |
| All | -54.8% | -3.8% | -51.0% | -52.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling