+28.8%
T vs SARO
-22.5%
+51.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.3% | +2.0% |
| 7D | +1.5% | -3.1% | +4.6% | +1.4% |
| 30D | +7.5% | -12.2% | +19.7% | +7.1% |
| 3M | +14.8% | -7.4% | +22.2% | +14.5% |
| 6M | -1.7% | -15.3% | +13.5% | -2.0% |
| YTD | +8.7% | -16.2% | +24.9% | +7.9% |
| 1Y | -7.5% | -12.1% | +4.6% | -8.4% |
| All | +28.8% | -22.5% | +51.2% | +29.5% |
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 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