+115.0%
UMC vs SARO
-7.8%
+122.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.5% |
| 7D | -14.7% | +15.8% | -30.4% | -17.4% |
| 30D | -32.9% | +22.2% | -55.1% | -35.9% |
| 3M | -22.2% | -16.2% | -6.0% | -16.9% |
| 6M | +25.9% | +4.6% | +21.3% | +24.0% |
| YTD | +107.9% | -10.4% | +118.3% | +114.8% |
| 1Y | +115.0% | -6.5% | +121.5% | +118.8% |
| All | +115.0% | -7.8% | +122.8% | +118.8% |
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