+87.4%
SU vs SARO
-23.9%
+111.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | -0.2% |
| 7D | +2.1% | -4.9% | +6.9% | +2.1% |
| 30D | +5.1% | -15.4% | +20.5% | +5.1% |
| 3M | +12.3% | -12.3% | +24.6% | +11.9% |
| 6M | +16.8% | -9.4% | +26.3% | +15.8% |
| YTD | +58.2% | -17.7% | +75.9% | +58.3% |
| 1Y | +68.2% | -13.1% | +81.3% | +66.3% |
| All | +87.4% | -23.9% | +111.3% | +69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling