+52.6%
XOM vs SARO
-7.8%
+60.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -4.2% |
| 7D | -7.0% | +15.8% | -22.8% | -3.8% |
| 30D | +3.2% | +22.2% | -19.0% | +8.1% |
| 3M | +10.7% | -16.2% | +26.9% | +7.1% |
| 6M | +11.6% | +4.6% | +7.0% | +13.4% |
| YTD | +43.5% | -10.4% | +53.8% | +42.4% |
| 1Y | +52.6% | -6.5% | +59.1% | +51.4% |
| All | +52.6% | -7.8% | +60.4% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling