-35.7%
VG vs SARO
-9.5%
-26.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +3.9% |
| 7D | +3.8% | +0.6% | +3.2% | +3.7% |
| 30D | +7.2% | -14.5% | +21.7% | +9.3% |
| 3M | +22.8% | -5.3% | +28.1% | +20.3% |
| 6M | +33.2% | -15.3% | +48.5% | +34.8% |
| YTD | +124.8% | -15.6% | +140.4% | +123.6% |
| 1Y | +15.8% | -9.1% | +24.9% | +8.7% |
| All | -35.7% | -9.5% | -26.1% | -41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling