-53.5%
Z vs SARO
-10.9%
-42.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +9.2% | -11.7% | -5.3% |
| 7D | -4.6% | +18.2% | -22.7% | -9.5% |
| 30D | +8.3% | +36.4% | -28.1% | -1.8% |
| 3M | -11.6% | -7.9% | -3.7% | -10.7% |
| 6M | -33.6% | +5.2% | -38.9% | -35.9% |
| YTD | -56.7% | -3.7% | -53.0% | -56.9% |
| 1Y | -59.1% | +2.9% | -62.1% | -60.2% |
| All | -53.5% | -10.9% | -42.6% | -57.7% |
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