+5.3%
SWKS vs SARO
-9.8%
+15.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.8% |
| 7D | +6.8% | +0.6% | +6.2% | +6.6% |
| 30D | +11.3% | -14.5% | +25.8% | +15.7% |
| 3M | +4.1% | -5.3% | +9.4% | +5.6% |
| 6M | +39.7% | -15.3% | +54.9% | +45.0% |
| YTD | +23.2% | -15.6% | +38.8% | +26.9% |
| 1Y | +5.3% | -9.1% | +14.4% | +2.0% |
| All | +5.3% | -9.8% | +15.1% | +2.0% |
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