+45.8%
USB vs SARO
-10.9%
+56.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.2% | -9.7% | -3.1% |
| 7D | 0.0% | +18.2% | -18.2% | -4.8% |
| 30D | +5.8% | +36.4% | -30.6% | -3.4% |
| 3M | -6.0% | -7.9% | +1.9% | -4.2% |
| 6M | +7.8% | +5.2% | +2.5% | +4.9% |
| YTD | +14.6% | -3.7% | +18.3% | +14.2% |
| 1Y | +31.8% | +2.9% | +28.8% | +28.2% |
| All | +45.8% | -10.9% | +56.7% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling