+31.4%
URI vs SARO
-21.9%
+53.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.8% |
| 7D | +5.0% | +0.6% | +4.4% | +4.7% |
| 30D | -9.4% | -14.5% | +5.1% | -3.4% |
| 3M | -5.8% | -5.3% | -0.5% | -4.2% |
| 6M | +25.8% | -15.3% | +41.1% | +33.3% |
| YTD | +27.9% | -15.6% | +43.4% | +35.4% |
| 1Y | +9.7% | -9.1% | +18.8% | +11.6% |
| All | +31.4% | -21.9% | +53.3% | +33.9% |
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