+18.9%
SWKS vs SARO
-7.8%
+26.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.2% |
| 7D | -4.9% | +15.8% | -20.7% | -7.6% |
| 30D | -1.2% | +22.2% | -23.4% | -5.1% |
| 3M | +24.2% | -16.2% | +40.3% | +28.7% |
| 6M | +21.5% | +4.6% | +16.9% | +19.5% |
| YTD | +33.5% | -10.4% | +43.8% | +34.6% |
| 1Y | +18.9% | -6.5% | +25.4% | +17.8% |
| All | +18.9% | -7.8% | +26.7% | +17.8% |
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 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