+248.8%
NBIS vs SARO
-7.4%
+256.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.8% | +7.0% |
| 7D | +8.2% | -0.8% | +9.0% | +8.8% |
| 30D | +3.4% | -20.0% | +23.4% | +19.4% |
| 3M | -12.8% | -2.9% | -9.9% | -10.7% |
| 6M | +131.5% | -17.7% | +149.2% | +165.2% |
| YTD | +170.5% | -13.5% | +184.0% | +202.2% |
| 1Y | +248.8% | -9.7% | +258.5% | +286.1% |
| All | +248.8% | -7.4% | +256.2% | +286.1% |
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