+66.2%
SU vs SARO
-13.2%
+79.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | -0.6% |
| 7D | +2.1% | -4.9% | +6.9% | +1.0% |
| 30D | +5.1% | -15.4% | +20.5% | +1.5% |
| 3M | +12.3% | -12.3% | +24.6% | +9.3% |
| 6M | +16.8% | -9.4% | +26.3% | +14.9% |
| YTD | +58.2% | -17.7% | +75.9% | +54.5% |
| All | +66.2% | -13.2% | +79.4% | +62.1% |
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