+80.8%
VSH vs SARO
-21.9%
+102.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.2% |
| 7D | +3.5% | +0.6% | +2.9% | +3.2% |
| 30D | -4.4% | -14.5% | +10.1% | +3.4% |
| 3M | -45.8% | -5.3% | -40.5% | -44.4% |
| 6M | +90.1% | -15.3% | +105.4% | +102.7% |
| YTD | +120.3% | -15.6% | +135.9% | +132.5% |
| 1Y | +112.2% | -9.1% | +121.3% | +113.2% |
| All | +80.8% | -21.9% | +102.7% | +74.7% |
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