-49.1%
Z vs SARO
-21.1%
-28.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.4% | -5.1% | -6.1% |
| 7D | -3.3% | +1.1% | -4.3% | -3.5% |
| 30D | -3.7% | -16.2% | +12.5% | +0.9% |
| 3M | -7.0% | -1.3% | -5.7% | -7.1% |
| 6M | -29.5% | -15.2% | -14.3% | -26.7% |
| YTD | -52.6% | -14.7% | -37.9% | -50.7% |
| 1Y | -64.0% | -9.1% | -54.9% | -63.3% |
| All | -49.1% | -21.1% | -28.0% | -51.6% |
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 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