-38.0%
VG vs SARO
-8.6%
-29.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.3% |
| 7D | -2.5% | +1.1% | -3.6% | -2.7% |
| 30D | +11.1% | -16.2% | +27.3% | +13.5% |
| 3M | +14.9% | -1.3% | +16.2% | +11.4% |
| 6M | +18.4% | -15.2% | +33.6% | +20.4% |
| YTD | +116.6% | -14.7% | +131.3% | +115.1% |
| 1Y | +9.4% | -9.1% | +18.4% | +3.3% |
| All | -38.0% | -8.6% | -29.4% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling