+46.8%
TSLA vs SARO
-22.5%
+69.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.4% |
| 7D | +3.2% | -3.1% | +6.3% | +5.0% |
| 30D | +11.6% | -12.2% | +23.8% | +19.6% |
| 3M | -8.4% | -7.4% | -1.1% | -5.6% |
| 6M | -10.4% | -15.3% | +4.9% | -3.7% |
| YTD | -18.7% | -16.2% | -2.6% | -12.8% |
| 1Y | -0.9% | -12.1% | +11.2% | +2.0% |
| All | +46.8% | -22.5% | +69.2% | +58.1% |
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