+18.5%
VST vs SARO
-23.7%
+42.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -1.4% |
| 7D | +2.0% | -4.0% | +6.0% | +4.3% |
| 30D | +1.5% | -16.1% | +17.6% | +11.9% |
| 3M | +6.3% | -4.5% | +10.8% | +7.2% |
| 6M | -10.3% | -17.0% | +6.7% | -2.6% |
| YTD | -8.6% | -17.5% | +8.9% | -0.9% |
| 1Y | -29.3% | -12.3% | -17.1% | -27.1% |
| All | +18.5% | -23.7% | +42.2% | +21.5% |
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