+432.9%
SNXX vs SARO
-24.8%
+457.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.7% | +22.7% | +22.8% |
| 7D | +34.9% | -0.8% | +35.7% | +35.7% |
| 30D | +52.5% | -20.0% | +72.5% | +85.2% |
| 3M | -41.3% | -2.9% | -38.4% | -38.6% |
| 6M | +293.8% | -17.7% | +311.4% | +373.6% |
| All | +432.9% | -24.8% | +457.8% | +520.1% |
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