+29.0%
URI vs SARO
-20.0%
+49.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | -2.0% | -0.8% | -1.2% | -1.7% |
| 30D | -12.9% | -20.0% | +7.0% | -4.6% |
| 3M | -6.7% | -2.9% | -3.8% | -6.1% |
| 6M | +19.0% | -17.7% | +36.7% | +27.8% |
| YTD | +25.5% | -13.5% | +39.0% | +31.6% |
| 1Y | +5.5% | -9.7% | +15.3% | +7.8% |
| All | +29.0% | -20.0% | +49.0% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling