+7.3%
VST vs SARO
-10.5%
+17.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | +6.6% | +0.4% | +6.2% | +6.4% |
| 30D | -12.4% | +40.3% | -52.7% | -27.2% |
| 3M | -9.0% | +2.2% | -11.2% | -10.1% |
| 6M | -6.4% | +3.7% | -10.2% | -10.1% |
| YTD | -17.2% | -3.3% | -13.9% | -17.7% |
| 1Y | -22.0% | +8.4% | -30.4% | -28.7% |
| All | +7.3% | -10.5% | +17.9% | +0.8% |
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