+32.8%
SOUN vs SARO
-23.7%
+56.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -1.4% |
| 7D | -6.8% | -4.0% | -2.8% | -4.0% |
| 30D | -15.2% | -16.1% | +0.9% | -3.9% |
| 3M | -7.0% | -4.5% | -2.4% | -5.7% |
| 6M | -20.5% | -17.0% | -3.5% | -11.0% |
| YTD | -37.0% | -17.5% | -19.5% | -29.1% |
| 1Y | -55.3% | -12.3% | -43.0% | -51.9% |
| All | +32.8% | -23.7% | +56.5% | +26.0% |
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 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