+87.7%
SU vs SARO
-22.5%
+110.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.1% |
| 7D | +2.2% | -3.1% | +5.3% | +2.2% |
| 30D | +8.4% | -12.2% | +20.7% | +8.5% |
| 3M | +12.1% | -7.4% | +19.5% | +11.5% |
| 6M | +19.7% | -15.3% | +34.9% | +20.0% |
| YTD | +58.4% | -16.2% | +74.6% | +58.5% |
| 1Y | +67.2% | -12.1% | +79.3% | +65.6% |
| All | +87.7% | -22.5% | +110.2% | +69.8% |
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 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