-4.8%
SW vs SARO
-10.5%
+5.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -2.9% | +0.4% | -3.3% | -3.2% |
| 30D | +5.0% | +40.3% | -35.3% | -9.5% |
| 3M | -13.7% | +2.2% | -15.9% | -15.0% |
| 6M | +8.0% | +3.7% | +4.3% | +5.3% |
| YTD | +14.0% | -3.3% | +17.3% | +13.2% |
| 1Y | +25.6% | +8.4% | +17.2% | +19.3% |
| All | -4.8% | -10.5% | +5.8% | -12.1% |
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 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