+44.5%
SWK vs SARO
+7.8%
+36.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.2% | -9.6% | -3.5% |
| 7D | +11.0% | +18.2% | -7.1% | +4.7% |
| 30D | +30.1% | +36.4% | -6.4% | +16.7% |
| 3M | +14.7% | -7.9% | +22.6% | +16.8% |
| 6M | +44.5% | +5.2% | +39.3% | +41.4% |
| All | +44.5% | +7.8% | +36.7% | +41.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling