+66.6%
SPMO vs SARO
-22.5%
+89.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | -0.9% | -3.1% | +2.2% | 0.0% |
| 30D | -1.9% | -12.2% | +10.3% | +2.1% |
| 3M | -1.4% | -7.4% | +6.0% | +0.7% |
| 6M | +25.5% | -15.3% | +40.8% | +30.7% |
| YTD | +24.8% | -16.2% | +41.0% | +30.0% |
| 1Y | +24.5% | -12.1% | +36.6% | +26.8% |
| All | +66.6% | -22.5% | +89.0% | +65.6% |
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