+12.8%
VG vs SARO
-7.4%
+20.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.2% |
| 7D | +1.7% | -0.8% | +2.5% | +1.5% |
| 30D | +16.0% | -20.0% | +36.0% | +9.1% |
| 3M | +9.7% | -2.9% | +12.6% | +7.4% |
| 6M | +29.6% | -17.7% | +47.2% | +33.2% |
| YTD | +112.0% | -13.5% | +125.5% | +106.7% |
| 1Y | +12.8% | -9.7% | +22.5% | +6.5% |
| All | +12.8% | -7.4% | +20.2% | +6.5% |
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