-23.5%
XYL vs SARO
-10.7%
-12.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | 0.0% |
| 7D | +1.2% | -3.1% | +4.3% | +1.9% |
| 30D | -11.9% | -12.2% | +0.3% | -9.3% |
| 3M | -1.5% | -7.4% | +5.8% | 0.0% |
| 6M | -11.9% | -15.3% | +3.4% | -9.1% |
| YTD | -20.6% | -16.2% | -4.4% | -17.1% |
| 1Y | -23.5% | -12.1% | -11.4% | -21.1% |
| All | -23.5% | -10.7% | -12.8% | -21.1% |
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