-5.6%
TECH vs SARO
-21.1%
+15.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | +0.2% | +1.1% | -0.9% | -0.1% |
| 30D | +0.1% | -16.2% | +16.3% | +4.2% |
| 3M | +37.5% | -1.3% | +38.8% | +37.4% |
| 6M | +34.6% | -15.2% | +49.8% | +38.7% |
| YTD | +23.5% | -14.7% | +38.2% | +27.1% |
| 1Y | +34.4% | -9.1% | +43.5% | +36.3% |
| All | -5.6% | -21.1% | +15.5% | -8.4% |
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