-10.0%
TLT vs SARO
-23.7%
+13.7%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.1% |
| 7D | -1.6% | -4.0% | +2.4% | -1.4% |
| 30D | -1.3% | -16.1% | +14.8% | -0.8% |
| 3M | -3.7% | -4.5% | +0.8% | -3.5% |
| 6M | -6.4% | -17.0% | +10.7% | -6.0% |
| YTD | -4.5% | -17.5% | +13.1% | -4.1% |
| 1Y | -5.9% | -12.3% | +6.4% | -5.6% |
| All | -10.0% | -23.7% | +13.7% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling