+2.2%
NEE vs SARO
-22.5%
+24.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -1.3% | -3.1% | +1.8% | -1.1% |
| 30D | -3.3% | -12.2% | +8.9% | -2.4% |
| 3M | -2.3% | -7.4% | +5.1% | -1.8% |
| 6M | -8.9% | -15.3% | +6.4% | -8.0% |
| YTD | +4.8% | -16.2% | +20.9% | +5.6% |
| 1Y | +18.7% | -12.1% | +30.8% | +18.9% |
| All | +2.2% | -22.5% | +24.7% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling