+229.2%
TER vs SARO
-10.7%
+239.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +1.5% |
| 7D | +6.4% | -3.1% | +9.5% | +8.5% |
| 30D | -5.7% | -12.2% | +6.6% | +2.4% |
| 3M | -0.4% | -7.4% | +7.0% | +3.7% |
| 6M | +25.8% | -15.3% | +41.1% | +36.5% |
| YTD | +96.4% | -16.2% | +112.6% | +108.5% |
| 1Y | +229.2% | -12.1% | +241.3% | +231.2% |
| All | +229.2% | -10.7% | +239.9% | +231.2% |
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 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