+51.8%
USB vs SARO
-21.1%
+72.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | +2.1% | +1.1% | +1.0% | +1.8% |
| 30D | -2.3% | -16.2% | +13.9% | +2.7% |
| 3M | +13.9% | -1.3% | +15.2% | +13.7% |
| 6M | +21.6% | -15.2% | +36.8% | +26.4% |
| YTD | +19.3% | -14.7% | +34.0% | +23.5% |
| 1Y | +33.6% | -9.1% | +42.6% | +34.8% |
| All | +51.8% | -21.1% | +72.9% | +55.7% |
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