-0.8%
SWKS vs SARO
-11.1%
+10.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.1% | +6.8% | +3.9% |
| 7D | +10.9% | +8.9% | +1.9% | +7.8% |
| 30D | +17.6% | +38.6% | -21.0% | +5.8% |
| 3M | +29.2% | +0.6% | +28.6% | +28.5% |
| 6M | +37.0% | +2.9% | +34.1% | +34.3% |
| YTD | +44.9% | -3.9% | +48.8% | +44.3% |
| 1Y | +33.8% | +4.6% | +29.3% | +28.3% |
| All | -0.8% | -11.1% | +10.2% | -13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling