+35.8%
V vs SARO
-22.5%
+58.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.6% |
| 7D | -1.2% | -3.1% | +1.9% | -0.7% |
| 30D | +3.1% | -12.2% | +15.3% | +5.4% |
| 3M | +16.3% | -7.4% | +23.7% | +17.4% |
| 6M | +20.4% | -15.3% | +35.6% | +23.2% |
| YTD | +6.3% | -16.2% | +22.4% | +8.5% |
| 1Y | +8.7% | -12.1% | +20.8% | +9.3% |
| All | +35.8% | -22.5% | +58.2% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling