+51.8%
VG vs SARO
-7.8%
+59.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +1.9% | -9.6% | -6.9% |
| 7D | -16.4% | +15.8% | -32.1% | -10.7% |
| 30D | -10.8% | +22.2% | -33.0% | -2.3% |
| 3M | -6.3% | -16.2% | +9.9% | -11.7% |
| 6M | -12.5% | +4.6% | -17.1% | -10.9% |
| YTD | +76.9% | -10.4% | +87.3% | +73.7% |
| 1Y | +51.8% | -6.5% | +58.3% | +45.3% |
| All | +51.8% | -7.8% | +59.6% | +45.3% |
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