+5.2%
VNQ vs SARO
-22.5%
+27.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -1.3% | -3.1% | +1.8% | -0.8% |
| 30D | -2.6% | -12.2% | +9.7% | -0.8% |
| 3M | -2.0% | -7.4% | +5.3% | -1.4% |
| 6M | +4.3% | -15.3% | +19.6% | +6.1% |
| YTD | +9.2% | -16.2% | +25.4% | +11.1% |
| 1Y | +5.6% | -12.1% | +17.7% | +6.3% |
| All | +5.2% | -22.5% | +27.6% | +2.8% |
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