-2.0%
SW vs SARO
-7.3%
+5.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | -2.6% | +11.8% | -14.4% | -7.2% |
| 30D | +7.2% | +44.3% | -37.1% | -8.6% |
| 3M | -10.5% | +1.9% | -12.4% | -11.7% |
| 6M | +9.9% | +7.2% | +2.6% | +5.6% |
| YTD | +17.2% | +0.2% | +17.0% | +14.8% |
| 1Y | +26.5% | +5.4% | +21.1% | +21.3% |
| All | -2.0% | -7.3% | +5.3% | -10.8% |
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