+31.1%
USB vs SARO
+1.5%
+29.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.6% |
| 7D | +1.2% | +8.9% | -7.7% | -0.9% |
| 30D | +6.3% | +38.6% | -32.3% | -2.0% |
| 3M | -6.1% | +0.6% | -6.7% | -6.8% |
| 6M | +13.0% | +2.9% | +10.1% | +10.9% |
| YTD | +16.6% | -3.9% | +20.5% | +16.5% |
| 1Y | +31.1% | +4.6% | +26.6% | +26.4% |
| All | +31.1% | +1.5% | +29.6% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling