+184.9%
TER vs SARO
-21.1%
+206.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.9% |
| 7D | +11.0% | +1.1% | +9.9% | +10.3% |
| 30D | -1.9% | -16.2% | +14.3% | +6.5% |
| 3M | -0.7% | -1.3% | +0.6% | 0.0% |
| 6M | +36.4% | -15.2% | +51.6% | +45.1% |
| YTD | +92.4% | -14.7% | +107.1% | +103.4% |
| 1Y | +213.5% | -9.1% | +222.6% | +222.7% |
| All | +184.9% | -21.1% | +206.0% | +175.7% |
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