-17.0%
SWKS vs SARO
-21.1%
+4.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.3% |
| 7D | +11.8% | +1.1% | +10.7% | +11.4% |
| 30D | +6.7% | -16.2% | +22.9% | +13.0% |
| 3M | 0.0% | -1.3% | +1.3% | +0.1% |
| 6M | +38.7% | -15.2% | +54.0% | +45.0% |
| YTD | +21.4% | -14.7% | +36.0% | +25.9% |
| 1Y | +2.9% | -9.1% | +12.0% | +3.6% |
| All | -17.0% | -21.1% | +4.1% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling