+58.7%
SYF vs SARO
-22.5%
+81.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | 0.0% |
| 7D | -4.9% | -3.1% | -1.8% | -3.6% |
| 30D | -4.3% | -12.2% | +7.9% | +1.1% |
| 3M | +5.5% | -7.4% | +12.9% | +8.9% |
| 6M | +17.5% | -15.3% | +32.8% | +24.9% |
| YTD | -7.8% | -16.2% | +8.4% | -2.3% |
| 1Y | +1.6% | -12.1% | +13.7% | +4.6% |
| All | +58.7% | -22.5% | +81.1% | +61.1% |
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