-3.3%
SUI vs SARO
-21.1%
+17.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | -3.1% | +1.1% | -4.2% | -3.3% |
| 30D | -2.3% | -16.2% | +13.9% | -0.2% |
| 3M | -2.8% | -1.3% | -1.5% | -3.2% |
| 6M | -12.4% | -15.2% | +2.9% | -11.0% |
| YTD | -3.3% | -14.7% | +11.4% | -1.9% |
| 1Y | -5.8% | -9.1% | +3.3% | -5.6% |
| All | -3.3% | -21.1% | +17.8% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling