+43.2%
TER vs SARO
-7.8%
+51.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.9% | -8.7% | -7.7% |
| 7D | -19.9% | +15.8% | -35.6% | -25.8% |
| 30D | -43.5% | +22.2% | -65.7% | -49.3% |
| 3M | -37.8% | -16.2% | -21.6% | -29.8% |
| 6M | -25.6% | +4.6% | -30.2% | -29.0% |
| YTD | +29.8% | -10.4% | +40.2% | +30.5% |
| 1Y | +43.2% | -6.5% | +49.7% | +38.9% |
| All | +43.2% | -7.8% | +51.0% | +38.9% |
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