+49.5%
USB vs SARO
-6.5%
+56.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.8% | -2.3% | +1.2% |
| 7D | +0.8% | +15.3% | -14.5% | -3.3% |
| 30D | +6.8% | +43.6% | -36.8% | -3.9% |
| 3M | -3.8% | -0.8% | -3.0% | -4.0% |
| 6M | +11.7% | +15.2% | -3.5% | +5.8% |
| YTD | +17.5% | +1.0% | +16.5% | +15.5% |
| 1Y | +33.8% | +7.9% | +25.8% | +28.4% |
| All | +49.5% | -6.5% | +56.0% | +45.6% |
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 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