+61.5%
SYF vs SARO
-21.9%
+83.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | -1.3% | +0.6% | -1.9% | -1.6% |
| 30D | -1.1% | -14.5% | +13.4% | +5.6% |
| 3M | +7.4% | -5.3% | +12.7% | +9.8% |
| 6M | +16.2% | -15.3% | +31.5% | +23.5% |
| YTD | -6.1% | -15.6% | +9.4% | -0.9% |
| 1Y | +3.4% | -9.1% | +12.5% | +4.5% |
| All | +61.5% | -21.9% | +83.4% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling