+108.9%
U vs SARO
-22.5%
+131.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.8% | +3.8% |
| 7D | +5.5% | -3.1% | +8.6% | +7.0% |
| 30D | -1.3% | -12.2% | +11.0% | +4.5% |
| 3M | +64.6% | -7.4% | +71.9% | +67.7% |
| 6M | +119.4% | -15.3% | +134.6% | +131.6% |
| YTD | -0.5% | -16.2% | +15.7% | +7.0% |
| 1Y | +1.3% | -12.1% | +13.4% | +6.0% |
| All | +108.9% | -22.5% | +131.4% | +100.7% |
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 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