+11.7%
VG vs SARO
-11.3%
+23.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.7% | +0.6% |
| 7D | +7.0% | -4.0% | +11.1% | +5.7% |
| 30D | +17.2% | -16.1% | +33.4% | +11.3% |
| 3M | +16.8% | -4.5% | +21.3% | +13.1% |
| 6M | +36.3% | -17.0% | +53.4% | +35.1% |
| YTD | +127.9% | -17.5% | +145.4% | +118.4% |
| 1Y | +11.7% | -12.3% | +24.0% | +2.6% |
| All | +11.7% | -11.3% | +23.0% | +2.6% |
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 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