+202.4%
VLO vs SARO
-21.9%
+224.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | +6.2% | +0.6% | +5.6% | +6.2% |
| 30D | +23.5% | -14.5% | +38.0% | +24.9% |
| 3M | +53.9% | -5.3% | +59.2% | +53.2% |
| 6M | +81.7% | -15.3% | +97.0% | +83.9% |
| YTD | +142.5% | -15.6% | +158.0% | +144.5% |
| 1Y | +145.4% | -9.1% | +154.5% | +141.7% |
| All | +202.4% | -21.9% | +224.2% | +177.3% |
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