-4.6%
SUI vs SARO
-21.9%
+17.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.2% |
| 7D | -4.3% | +0.6% | -4.9% | -4.4% |
| 30D | -2.1% | -14.5% | +12.4% | -0.2% |
| 3M | -6.1% | -5.3% | -0.8% | -5.9% |
| 6M | -12.8% | -15.3% | +2.5% | -11.4% |
| YTD | -4.6% | -15.6% | +10.9% | -3.1% |
| 1Y | -7.7% | -9.1% | +1.4% | -7.6% |
| All | -4.6% | -21.9% | +17.3% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling