+21.7%
XYZ vs SARO
-22.5%
+44.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.6% |
| 7D | -4.3% | -3.1% | -1.2% | -2.9% |
| 30D | +1.2% | -12.2% | +13.4% | +7.3% |
| 3M | +14.6% | -7.4% | +22.0% | +17.9% |
| 6M | +22.6% | -15.3% | +37.8% | +30.8% |
| YTD | +21.7% | -16.2% | +37.9% | +29.6% |
| 1Y | +6.7% | -12.1% | +18.8% | +10.3% |
| All | +21.7% | -22.5% | +44.2% | +28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling