+0.6%
VZ vs SARO
-2.6%
+3.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | 0.0% |
| 7D | +0.9% | +8.9% | -8.0% | +0.7% |
| 30D | +6.9% | +38.6% | -31.7% | +5.7% |
| 3M | +0.6% | +0.6% | 0.0% | -0.2% |
| All | +0.6% | -2.6% | +3.2% | -0.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling