+156.3%
UMAC vs SARO
-7.4%
+163.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.7% | -3.9% |
| 7D | -0.9% | -0.8% | -0.1% | 0.0% |
| 30D | -7.7% | -20.0% | +12.3% | +20.8% |
| 3M | -26.4% | -2.9% | -23.5% | -22.2% |
| 6M | +61.9% | -17.7% | +79.5% | +108.0% |
| YTD | +86.5% | -13.5% | +100.0% | +117.6% |
| 1Y | +156.3% | -9.7% | +166.0% | +191.0% |
| All | +156.3% | -7.4% | +163.7% | +191.0% |
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