+11.4%
NEE vs SARO
-7.8%
+19.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.8% |
| 7D | +9.2% | +15.8% | -6.6% | +8.3% |
| 30D | +16.0% | +22.2% | -6.2% | +14.8% |
| 3M | +2.2% | -16.2% | +18.4% | +2.3% |
| 6M | -6.0% | +4.6% | -10.6% | -6.4% |
| YTD | +12.6% | -10.4% | +22.9% | +11.0% |
| 1Y | +11.4% | -6.5% | +17.9% | +9.7% |
| All | +11.4% | -7.8% | +19.2% | +9.7% |
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 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