+26.2%
SONY vs SARO
-22.5%
+48.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.3% |
| 7D | -2.7% | -3.1% | +0.4% | -2.1% |
| 30D | +1.5% | -12.2% | +13.8% | +4.1% |
| 3M | +13.0% | -7.4% | +20.4% | +13.9% |
| 6M | +11.2% | -15.3% | +26.5% | +13.5% |
| YTD | -6.6% | -16.2% | +9.5% | -4.5% |
| 1Y | -18.1% | -12.1% | -6.0% | -17.6% |
| All | +26.2% | -22.5% | +48.7% | +23.3% |
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