+54.0%
USB vs SARO
-20.0%
+73.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.4% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | -1.3% | -20.0% | +18.7% | +5.0% |
| 3M | +15.2% | -2.9% | +18.1% | +15.6% |
| 6M | +18.8% | -17.7% | +36.5% | +24.8% |
| YTD | +21.0% | -13.5% | +34.5% | +24.8% |
| 1Y | +34.0% | -9.7% | +43.7% | +35.7% |
| All | +54.0% | -20.0% | +73.9% | +57.2% |
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