+22.2%
VST vs SARO
-21.1%
+43.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.4% |
| 7D | +9.9% | +1.1% | +8.8% | +9.2% |
| 30D | +7.9% | -16.2% | +24.1% | +18.9% |
| 3M | +3.4% | -1.3% | +4.7% | +2.3% |
| 6M | -4.1% | -15.2% | +11.1% | +3.0% |
| YTD | -5.7% | -14.7% | +9.0% | +0.3% |
| 1Y | -18.9% | -9.1% | -9.8% | -18.0% |
| All | +22.2% | -21.1% | +43.3% | +23.0% |
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