-60.0%
Z vs SARO
+1.5%
-61.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -0.7% |
| 7D | -4.9% | +8.9% | -13.9% | -8.0% |
| 30D | +3.0% | +38.6% | -35.7% | -8.8% |
| 3M | -13.4% | +0.6% | -14.0% | -15.6% |
| 6M | -27.3% | +2.9% | -30.2% | -30.2% |
| YTD | -57.8% | -3.9% | -53.9% | -57.7% |
| 1Y | -60.0% | +4.6% | -64.6% | -61.8% |
| All | -60.0% | +1.5% | -61.6% | -61.8% |
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 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