+62.1%
URA vs SARO
-23.7%
+85.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -2.9% |
| 7D | -1.5% | -4.0% | +2.5% | +0.3% |
| 30D | -0.4% | -16.1% | +15.8% | +7.5% |
| 3M | +6.3% | -4.5% | +10.8% | +7.8% |
| 6M | -14.0% | -17.0% | +3.1% | -8.0% |
| YTD | +5.3% | -17.5% | +22.9% | +12.9% |
| 1Y | +11.7% | -12.3% | +24.0% | +16.3% |
| All | +62.1% | -23.7% | +85.8% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling