+208.0%
VSXY vs SARO
-7.8%
+215.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.9% | +6.5% | +8.4% |
| 7D | +14.2% | +15.8% | -1.6% | +14.9% |
| 30D | +21.9% | +22.2% | -0.3% | +23.1% |
| 3M | +22.1% | -16.2% | +38.3% | +19.6% |
| 6M | +116.7% | +4.6% | +112.1% | +105.4% |
| YTD | +101.1% | -10.4% | +111.5% | +105.4% |
| 1Y | +208.0% | -6.5% | +214.5% | +213.8% |
| All | +208.0% | -7.8% | +215.8% | +213.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling