+4.6%
TSLA vs SARO
-7.4%
+12.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -6.2% |
| 7D | +1.5% | -0.8% | +2.3% | +1.7% |
| 30D | +10.1% | -20.0% | +30.1% | +18.5% |
| 3M | -15.4% | -2.9% | -12.5% | -15.0% |
| 6M | -12.8% | -17.7% | +4.9% | -7.4% |
| YTD | -21.3% | -13.5% | -7.8% | -18.5% |
| 1Y | +4.6% | -9.7% | +14.3% | +5.3% |
| All | +4.6% | -7.4% | +12.0% | +5.3% |
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