+317.7%
SOXL vs SARO
-10.7%
+328.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +3.4% |
| 7D | +3.9% | -3.1% | +7.0% | +7.7% |
| 30D | -14.3% | -12.2% | -2.1% | -0.6% |
| 3M | -45.6% | -7.4% | -38.3% | -40.0% |
| 6M | +117.2% | -15.3% | +132.4% | +159.1% |
| YTD | +189.8% | -16.2% | +206.0% | +236.6% |
| 1Y | +317.7% | -12.1% | +329.8% | +338.7% |
| All | +317.7% | -10.7% | +328.4% | +338.7% |
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