-100.0%
VIVK vs SARO
-22.5%
-77.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.6% | -9.0% | -7.6% |
| 7D | -4.4% | -3.1% | -1.3% | -3.9% |
| 30D | -40.8% | -12.2% | -28.6% | -39.6% |
| 3M | -94.1% | -7.4% | -86.8% | -94.2% |
| 6M | -98.2% | -15.3% | -82.9% | -98.2% |
| YTD | -98.0% | -16.2% | -81.8% | -98.0% |
| 1Y | -100.0% | -12.1% | -87.9% | -100.0% |
| All | -100.0% | -22.5% | -77.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling