+28.7%
SW vs SARO
+5.2%
+23.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +1.1% |
| 7D | +2.2% | +12.9% | -10.8% | -3.5% |
| 30D | +7.4% | +41.2% | -33.8% | -9.2% |
| 3M | -5.9% | +0.6% | -6.5% | -6.4% |
| 6M | +9.0% | +13.3% | -4.4% | +1.4% |
| YTD | +18.1% | -0.7% | +18.8% | +14.5% |
| 1Y | +28.7% | +3.4% | +25.2% | +22.4% |
| All | +28.7% | +5.2% | +23.5% | +22.4% |
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 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