+194.4%
VSXY vs SARO
-7.4%
+201.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.6% |
| 7D | -14.0% | -0.8% | -13.2% | -13.9% |
| 30D | -15.9% | -20.0% | +4.1% | -16.0% |
| 3M | +3.4% | -2.9% | +6.3% | +3.5% |
| 6M | +25.9% | -17.7% | +43.6% | +30.9% |
| YTD | +39.5% | -13.5% | +53.0% | +42.0% |
| 1Y | +194.4% | -9.7% | +204.1% | +191.8% |
| All | +194.4% | -7.4% | +201.7% | +191.8% |
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