+8.5%
VST vs SARO
-11.1%
+19.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +2.9% |
| 7D | +19.2% | +8.9% | +10.2% | +14.2% |
| 30D | -17.2% | +38.6% | -55.8% | -30.7% |
| 3M | -8.1% | +0.6% | -8.8% | -8.4% |
| 6M | -8.1% | +2.9% | -11.0% | -11.3% |
| YTD | -16.3% | -3.9% | -12.4% | -16.5% |
| 1Y | -24.1% | +4.6% | -28.7% | -28.8% |
| All | +8.5% | -11.1% | +19.6% | +2.3% |
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