-43.4%
TE vs SARO
-14.9%
-28.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | -0.3% |
| 7D | +0.2% | -3.1% | +3.3% | +2.0% |
| 30D | -5.9% | -12.2% | +6.3% | +1.1% |
| 3M | -45.6% | -7.4% | -38.2% | -41.6% |
| 6M | -43.4% | -15.3% | -28.1% | -38.1% |
| All | -43.4% | -14.9% | -28.4% | -38.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling