+107.9%
SOXQ vs SARO
-7.4%
+115.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.1% |
| 7D | +2.3% | -0.8% | +3.1% | +2.6% |
| 30D | -2.3% | -20.0% | +17.7% | +5.8% |
| 3M | -13.8% | -2.9% | -10.9% | -13.1% |
| 6M | +48.6% | -17.7% | +66.3% | +57.9% |
| YTD | +66.0% | -13.5% | +79.5% | +70.2% |
| 1Y | +107.9% | -9.7% | +117.6% | +104.8% |
| All | +107.9% | -7.4% | +115.3% | +104.8% |
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