+90.1%
VSH vs SARO
-22.5%
+112.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.6% | +4.5% | +5.3% |
| 7D | +4.8% | -3.1% | +7.9% | +6.5% |
| 30D | -0.7% | -12.2% | +11.5% | +6.1% |
| 3M | -43.1% | -7.4% | -35.7% | -40.9% |
| 6M | +91.8% | -15.3% | +107.0% | +104.4% |
| YTD | +131.6% | -16.2% | +147.8% | +145.4% |
| 1Y | +118.1% | -12.1% | +130.2% | +123.5% |
| All | +90.1% | -22.5% | +112.5% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling