-0.2%
VRSK vs SARO
-6.5%
+6.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.6% | +8.5% | +6.9% |
| 7D | +10.9% | +6.3% | +4.5% | +10.9% |
| 30D | +28.0% | +20.8% | +7.2% | +28.3% |
| 3M | +12.3% | -18.4% | +30.8% | +10.3% |
| 6M | +17.8% | +0.8% | +17.0% | +17.1% |
| YTD | -4.7% | -11.8% | +7.1% | -4.7% |
| 1Y | -0.2% | -7.3% | +7.1% | +0.2% |
| All | -0.2% | -6.5% | +6.3% | +0.2% |
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