+35.7%
WMT vs SARO
-22.5%
+58.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | 0.0% | -3.1% | +3.1% | +0.3% |
| 30D | -7.4% | -12.2% | +4.8% | -6.2% |
| 3M | -10.9% | -7.4% | -3.5% | -10.5% |
| 6M | -12.7% | -15.3% | +2.6% | -11.5% |
| YTD | -3.2% | -16.2% | +13.0% | -2.1% |
| 1Y | +5.3% | -12.1% | +17.4% | +5.4% |
| All | +35.7% | -22.5% | +58.1% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling