+9.4%
XLU vs SARO
-22.5%
+31.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.5% |
| 7D | -1.6% | -3.1% | +1.5% | -1.3% |
| 30D | -3.3% | -12.2% | +8.9% | -2.0% |
| 3M | -3.2% | -7.4% | +4.2% | -2.6% |
| 6M | -7.0% | -15.3% | +8.3% | -5.7% |
| YTD | +0.6% | -16.2% | +16.8% | +1.9% |
| 1Y | +2.4% | -12.1% | +14.5% | +2.8% |
| All | +9.4% | -22.5% | +31.8% | +9.3% |
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