-51.7%
Z vs SARO
-6.5%
-45.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.8% | -1.1% | +2.3% |
| 7D | -5.2% | +15.3% | -20.4% | -9.4% |
| 30D | +5.7% | +43.6% | -37.9% | -5.6% |
| 3M | -8.7% | -0.8% | -8.0% | -9.8% |
| 6M | -26.0% | +15.2% | -41.2% | -30.5% |
| YTD | -55.0% | +1.0% | -56.1% | -55.9% |
| 1Y | -58.0% | +7.9% | -65.9% | -59.6% |
| All | -51.7% | -6.5% | -45.2% | -56.7% |
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 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