-31.1%
URA vs SARO
-7.8%
-23.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.9% |
| 7D | -10.5% | +15.8% | -26.3% | -16.7% |
| 30D | -18.6% | +22.2% | -40.8% | -26.4% |
| 3M | -23.0% | -16.2% | -6.8% | -15.6% |
| 6M | -40.3% | +4.6% | -44.9% | -43.9% |
| YTD | -23.5% | -10.4% | -13.1% | -23.3% |
| 1Y | -31.1% | -6.5% | -24.6% | -34.1% |
| All | -31.1% | -7.8% | -23.3% | -34.1% |
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