-34.9%
VST vs SARO
-7.8%
-27.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.9% | -15.7% | -14.3% |
| 7D | -15.7% | +15.8% | -31.5% | -19.6% |
| 30D | -17.0% | +22.2% | -39.2% | -22.4% |
| 3M | -15.9% | -16.2% | +0.3% | -9.6% |
| 6M | -25.0% | +4.6% | -29.6% | -27.8% |
| YTD | -25.1% | -10.4% | -14.8% | -23.6% |
| 1Y | -34.9% | -6.5% | -28.4% | -35.6% |
| All | -34.9% | -7.8% | -27.1% | -35.6% |
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