+46.8%
VEA vs SARO
-22.5%
+69.3%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.7% |
| 7D | -1.5% | -3.1% | +1.7% | -0.8% |
| 30D | -0.8% | -12.2% | +11.4% | +1.9% |
| 3M | +2.5% | -7.4% | +9.8% | +3.8% |
| 6M | +11.1% | -15.3% | +26.4% | +14.0% |
| YTD | +17.2% | -16.2% | +33.3% | +20.4% |
| 1Y | +24.5% | -12.1% | +36.6% | +26.4% |
| All | +46.8% | -22.5% | +69.3% | +40.9% |
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 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