-8.1%
UL vs SARO
-22.5%
+14.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -3.4% | -3.1% | -0.3% | -3.2% |
| 30D | +0.5% | -12.2% | +12.7% | +1.2% |
| 3M | +7.2% | -7.4% | +14.6% | +7.7% |
| 6M | -3.1% | -15.3% | +12.2% | -2.4% |
| YTD | -2.7% | -16.2% | +13.5% | -2.0% |
| 1Y | -10.2% | -12.1% | +1.9% | -9.7% |
| All | -8.1% | -22.5% | +14.3% | -10.2% |
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