+14.3%
XRT vs SARO
-21.9%
+36.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -2.4% | +0.6% | -3.0% | -2.5% |
| 30D | -6.9% | -14.5% | +7.6% | -3.6% |
| 3M | -0.4% | -5.3% | +4.9% | +0.4% |
| 6M | +2.2% | -15.3% | +17.5% | +5.3% |
| YTD | -0.7% | -15.6% | +14.9% | +2.3% |
| 1Y | -2.0% | -9.1% | +7.1% | -1.3% |
| All | +14.3% | -21.9% | +36.1% | +12.8% |
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