+46.2%
ULTA vs SARO
-22.5%
+68.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.4% | +1.8% |
| 7D | -3.1% | -3.1% | 0.0% | -2.5% |
| 30D | +2.8% | -12.2% | +15.0% | +5.4% |
| 3M | +14.8% | -7.4% | +22.1% | +15.7% |
| 6M | -16.2% | -15.3% | -1.0% | -14.2% |
| YTD | -9.6% | -16.2% | +6.6% | -7.2% |
| 1Y | +4.8% | -12.1% | +16.9% | +6.3% |
| All | +46.2% | -22.5% | +68.7% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling