+134.3%
SOXX vs SARO
-22.5%
+156.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.1% |
| 7D | +1.4% | -3.1% | +4.5% | +2.8% |
| 30D | -3.6% | -12.2% | +8.7% | +1.9% |
| 3M | -10.2% | -7.4% | -2.8% | -7.5% |
| 6M | +54.2% | -15.3% | +69.5% | +63.3% |
| YTD | +75.2% | -16.2% | +91.4% | +85.3% |
| 1Y | +107.5% | -12.1% | +119.6% | +113.5% |
| All | +134.3% | -22.5% | +156.7% | +122.3% |
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 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