+151.8%
NBIS vs SARO
-10.7%
+162.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.7% |
| 7D | -0.8% | -3.1% | +2.3% | +1.4% |
| 30D | -13.4% | -12.2% | -1.1% | -4.9% |
| 3M | +1.0% | -7.4% | +8.4% | +6.8% |
| 6M | +100.5% | -15.3% | +115.8% | +123.6% |
| YTD | +168.3% | -16.2% | +184.4% | +206.5% |
| 1Y | +151.8% | -12.1% | +163.9% | +184.5% |
| All | +151.8% | -10.7% | +162.4% | +184.5% |
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