+85.8%
W vs SARO
-22.5%
+108.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.1% |
| 7D | -0.9% | -3.1% | +2.2% | +1.1% |
| 30D | -4.2% | -12.2% | +8.0% | +3.8% |
| 3M | +26.9% | -7.4% | +34.3% | +33.6% |
| 6M | +31.2% | -15.3% | +46.5% | +44.2% |
| YTD | -1.8% | -16.2% | +14.3% | +8.9% |
| 1Y | +9.3% | -12.1% | +21.4% | +16.8% |
| All | +85.8% | -22.5% | +108.3% | +73.8% |
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 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