+28.2%
SW vs SARO
+6.9%
+21.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.8% | -4.6% | -1.9% |
| 7D | +1.8% | +15.3% | -13.5% | -4.7% |
| 30D | +7.0% | +43.6% | -36.6% | -10.2% |
| 3M | -7.6% | -0.8% | -6.9% | -7.4% |
| 6M | +8.5% | +15.2% | -6.7% | +0.3% |
| YTD | +17.7% | +1.0% | +16.7% | +13.3% |
| All | +28.2% | +6.9% | +21.2% | +21.0% |
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