+25.9%
VZ vs SARO
-21.9%
+47.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.4% |
| 7D | -1.0% | +0.6% | -1.6% | -0.9% |
| 30D | +5.8% | -14.5% | +20.3% | +5.4% |
| 3M | +10.5% | -5.3% | +15.8% | +10.4% |
| 6M | +1.8% | -15.3% | +17.1% | +1.6% |
| YTD | +28.3% | -15.6% | +43.8% | +27.7% |
| 1Y | +22.0% | -9.1% | +31.0% | +21.0% |
| All | +25.9% | -21.9% | +47.7% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling