+32.1%
SOLS vs SARO
-9.6%
+41.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.2% | +3.6% |
| 7D | +0.3% | -0.8% | +1.1% | +0.6% |
| 30D | +2.1% | -20.0% | +22.1% | +10.6% |
| 3M | -24.1% | -2.9% | -21.3% | -23.6% |
| 6M | -15.0% | -17.7% | +2.7% | -13.1% |
| YTD | +31.6% | -13.5% | +45.1% | +30.9% |
| All | +32.1% | -9.6% | +41.7% | +28.0% |
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