+20.3%
VST vs SARO
-20.0%
+40.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.1% |
| 7D | +8.9% | -0.8% | +9.7% | +9.4% |
| 30D | +6.2% | -20.0% | +26.2% | +20.2% |
| 3M | -2.7% | -2.9% | +0.2% | -2.7% |
| 6M | -8.4% | -17.7% | +9.3% | +0.5% |
| YTD | -7.2% | -13.5% | +6.3% | -2.0% |
| 1Y | -20.9% | -9.7% | -11.2% | -19.4% |
| All | +20.3% | -20.0% | +40.2% | +20.1% |
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