-44.6%
VG vs SARO
+3.6%
-48.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +14.0% | +0.4% | +13.6% | +13.9% |
| 30D | -1.0% | +40.3% | -41.3% | -3.8% |
| 3M | -2.7% | +2.2% | -4.9% | -1.9% |
| 6M | +1.5% | +3.7% | -2.2% | -0.4% |
| YTD | +93.7% | -3.3% | +97.0% | +91.6% |
| 1Y | +68.5% | +8.4% | +60.1% | +53.5% |
| All | -44.6% | +3.6% | -48.2% | -49.6% |
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