+27.6%
VZ vs SARO
-21.1%
+48.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.5% |
| 7D | +0.2% | +1.1% | -0.9% | +0.2% |
| 30D | +7.1% | -16.2% | +23.3% | +6.7% |
| 3M | +12.8% | -1.3% | +14.1% | +12.7% |
| 6M | +1.8% | -15.2% | +17.0% | +1.7% |
| YTD | +30.0% | -14.7% | +44.7% | +29.5% |
| 1Y | +24.3% | -9.1% | +33.4% | +23.4% |
| All | +27.6% | -21.1% | +48.6% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling