+32.3%
SOUN vs SARO
-22.5%
+54.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -1.5% |
| 7D | -7.1% | -3.1% | -4.0% | -5.0% |
| 30D | -15.4% | -12.2% | -3.2% | -7.2% |
| 3M | -10.6% | -7.4% | -3.2% | -7.1% |
| 6M | -19.6% | -15.3% | -4.4% | -11.5% |
| YTD | -37.2% | -16.2% | -21.0% | -30.2% |
| 1Y | -57.1% | -12.1% | -45.0% | -53.8% |
| All | +32.3% | -22.5% | +54.8% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling