+50.9%
XLE vs SARO
-21.1%
+71.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | 0.0% | +1.1% | -1.1% | -0.1% |
| 30D | +12.6% | -16.2% | +28.8% | +14.0% |
| 3M | +11.8% | -1.3% | +13.1% | +10.9% |
| 6M | +16.1% | -15.2% | +31.3% | +17.5% |
| YTD | +46.9% | -14.7% | +61.5% | +47.7% |
| 1Y | +53.3% | -9.1% | +62.3% | +51.2% |
| All | +50.9% | -21.1% | +71.9% | +42.3% |
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