+116.7%
UMAC vs SARO
-10.7%
+127.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -4.5% |
| 7D | -3.4% | -3.1% | -0.3% | +0.2% |
| 30D | -15.1% | -12.2% | -2.9% | +0.5% |
| 3M | -10.8% | -7.4% | -3.4% | -0.3% |
| 6M | +15.7% | -15.3% | +30.9% | +41.9% |
| YTD | +80.1% | -16.2% | +96.3% | +117.4% |
| 1Y | +116.7% | -12.1% | +128.8% | +152.1% |
| All | +116.7% | -10.7% | +127.4% | +152.1% |
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 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