+28.9%
UUUU vs SARO
-7.4%
+36.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | -1.4% | -0.8% | -0.6% | -0.9% |
| 30D | +16.3% | -20.0% | +36.3% | +33.3% |
| 3M | -16.7% | -2.9% | -13.8% | -16.8% |
| 6M | -33.7% | -17.7% | -16.0% | -25.3% |
| YTD | -0.5% | -13.5% | +13.0% | +6.3% |
| 1Y | +28.9% | -9.7% | +38.6% | +28.7% |
| All | +28.9% | -7.4% | +36.2% | +28.7% |
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 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