-7.7%
TRMB vs SARO
-22.5%
+14.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.9% |
| 7D | -3.0% | -3.1% | +0.1% | -2.1% |
| 30D | +2.3% | -12.2% | +14.6% | +6.5% |
| 3M | +15.3% | -7.4% | +22.7% | +17.4% |
| 6M | -14.7% | -15.3% | +0.6% | -11.1% |
| YTD | -26.4% | -16.2% | -10.2% | -23.1% |
| 1Y | -30.4% | -12.1% | -18.3% | -29.0% |
| All | -7.7% | -22.5% | +14.7% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling