+19.7%
TECH vs SARO
-7.8%
+27.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | +0.1% | +15.8% | -15.7% | -3.4% |
| 30D | +0.2% | +22.2% | -22.0% | -4.5% |
| 3M | +1.0% | -16.2% | +17.2% | +6.4% |
| 6M | +33.3% | +4.6% | +28.7% | +30.8% |
| YTD | +24.2% | -10.4% | +34.6% | +28.3% |
| 1Y | +19.7% | -6.5% | +26.2% | +23.1% |
| All | +19.7% | -7.8% | +27.5% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling