+10.9%
TEAM vs SARO
-21.9%
+32.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +0.9% |
| 7D | -4.7% | +0.6% | -5.3% | -4.7% |
| 30D | +17.0% | -14.5% | +31.5% | +20.4% |
| 3M | +85.9% | -5.3% | +91.2% | +85.3% |
| 6M | +116.7% | -15.3% | +131.9% | +122.4% |
| YTD | +9.6% | -15.6% | +25.2% | +12.0% |
| 1Y | -2.5% | -9.1% | +6.6% | -3.5% |
| All | +10.9% | -21.9% | +32.8% | +1.2% |
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 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