+26.4%
URI vs SARO
-22.5%
+48.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.7% |
| 7D | -2.1% | -3.1% | +1.0% | -0.8% |
| 30D | -12.4% | -12.2% | -0.2% | -7.6% |
| 3M | -7.3% | -7.4% | +0.1% | -4.7% |
| 6M | +27.2% | -15.3% | +42.5% | +34.7% |
| YTD | +23.0% | -16.2% | +39.1% | +30.6% |
| 1Y | +3.9% | -12.1% | +16.0% | +7.4% |
| All | +26.4% | -22.5% | +48.8% | +29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling