+30.0%
XYZ vs SARO
-10.5%
+40.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.5% |
| 7D | -1.1% | +0.4% | -1.4% | -1.2% |
| 30D | +11.5% | +40.3% | -28.8% | -4.7% |
| 3M | +1.8% | +2.2% | -0.5% | +0.4% |
| 6M | +21.2% | +3.7% | +17.5% | +17.7% |
| YTD | +29.9% | -3.3% | +33.3% | +29.3% |
| 1Y | +35.8% | +8.4% | +27.4% | +26.6% |
| All | +30.0% | -10.5% | +40.6% | +28.3% |
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