+20.1%
W vs SARO
-7.4%
+27.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.1% |
| 7D | -4.2% | -0.8% | -3.4% | -3.7% |
| 30D | -7.6% | -20.0% | +12.4% | +4.8% |
| 3M | +37.2% | -2.9% | +40.1% | +41.2% |
| 6M | +26.3% | -17.7% | +44.0% | +37.5% |
| YTD | -1.0% | -13.5% | +12.5% | +7.8% |
| 1Y | +20.1% | -9.7% | +29.8% | +26.9% |
| All | +20.1% | -7.4% | +27.5% | +26.9% |
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