+3.7%
SO vs SARO
-21.1%
+24.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.0% |
| 7D | +1.0% | +1.1% | -0.1% | +1.0% |
| 30D | -3.2% | -16.2% | +13.0% | -3.0% |
| 3M | -1.7% | -1.3% | -0.4% | -1.8% |
| 6M | -7.2% | -15.2% | +8.0% | -7.2% |
| YTD | +4.6% | -14.7% | +19.2% | +4.5% |
| 1Y | +1.2% | -9.1% | +10.3% | +1.0% |
| All | +3.7% | -21.1% | +24.8% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling