+15.8%
XLY vs SARO
-22.5%
+38.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.4% |
| 7D | -1.7% | -3.1% | +1.4% | -0.8% |
| 30D | -4.2% | -12.2% | +8.0% | -0.5% |
| 3M | -2.7% | -7.4% | +4.7% | -1.0% |
| 6M | -0.6% | -15.3% | +14.6% | +3.2% |
| YTD | -5.0% | -16.2% | +11.2% | -1.3% |
| 1Y | -4.1% | -12.1% | +8.0% | -2.3% |
| All | +15.8% | -22.5% | +38.3% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling