+58.7%
VRSN vs SARO
-22.5%
+81.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.3% |
| 7D | +0.2% | -3.1% | +3.3% | +0.3% |
| 30D | +3.8% | -12.2% | +16.0% | +4.2% |
| 3M | +5.0% | -7.4% | +12.4% | +5.1% |
| 6M | +24.9% | -15.3% | +40.1% | +25.5% |
| YTD | +21.6% | -16.2% | +37.8% | +22.1% |
| 1Y | +2.4% | -12.1% | +14.5% | +2.3% |
| All | +58.7% | -22.5% | +81.2% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling