+48.9%
USAR vs SARO
-23.7%
+72.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.6% | -5.1% |
| 7D | -9.3% | -4.0% | -5.3% | -8.0% |
| 30D | -15.2% | -16.1% | +1.0% | -9.7% |
| 3M | -21.1% | -4.5% | -16.6% | -19.4% |
| 6M | -21.6% | -17.0% | -4.5% | -17.3% |
| YTD | +34.8% | -17.5% | +52.3% | +43.3% |
| 1Y | +15.6% | -12.3% | +27.9% | +21.9% |
| All | +48.9% | -23.7% | +72.6% | +58.1% |
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 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