-48.9%
XE vs SARO
-0.6%
-48.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.6% | -7.4% | -6.3% |
| 7D | -15.7% | -3.1% | -12.6% | -14.8% |
| 30D | -26.6% | -12.2% | -14.4% | -23.6% |
| 3M | -20.3% | -7.4% | -12.9% | -19.0% |
| All | -48.9% | -0.6% | -48.3% | -53.1% |
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 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 · Available span rolling