+51.2%
XLE vs SARO
-23.7%
+74.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.4% |
| 7D | +0.5% | -4.0% | +4.5% | +0.7% |
| 30D | +6.6% | -16.1% | +22.7% | +7.8% |
| 3M | +12.3% | -4.5% | +16.8% | +11.6% |
| 6M | +18.4% | -17.0% | +35.4% | +19.7% |
| YTD | +47.2% | -17.5% | +64.8% | +48.4% |
| 1Y | +50.3% | -12.3% | +62.5% | +48.6% |
| All | +51.2% | -23.7% | +74.9% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling