+21.5%
XYZ vs SARO
-23.7%
+45.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | +0.7% |
| 7D | -5.2% | -4.0% | -1.1% | -3.3% |
| 30D | 0.0% | -16.1% | +16.1% | +8.3% |
| 3M | +18.7% | -4.5% | +23.2% | +20.3% |
| 6M | +20.5% | -17.0% | +37.6% | +29.9% |
| YTD | +21.5% | -17.5% | +39.0% | +30.4% |
| 1Y | +7.2% | -12.3% | +19.5% | +10.7% |
| All | +21.5% | -23.7% | +45.2% | +29.4% |
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 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