-45.6%
Z vs SARO
-20.0%
-25.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -3.0% | -0.8% | -2.2% | -2.8% |
| 30D | -4.2% | -20.0% | +15.8% | +1.8% |
| 3M | -3.7% | -2.9% | -0.8% | -3.3% |
| 6M | -24.5% | -17.7% | -6.9% | -20.8% |
| YTD | -49.3% | -13.5% | -35.8% | -47.5% |
| 1Y | -58.7% | -9.7% | -49.0% | -57.8% |
| All | -45.6% | -20.0% | -25.6% | -48.4% |
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 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