-39.3%
NFLX vs SARO
-7.8%
-31.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +4.7% |
| 7D | +7.1% | +15.8% | -8.7% | +7.4% |
| 30D | -1.6% | +22.2% | -23.8% | -1.3% |
| 3M | -9.8% | -16.2% | +6.4% | -11.0% |
| 6M | -27.1% | +4.6% | -31.7% | -26.9% |
| YTD | -29.2% | -10.4% | -18.8% | -30.2% |
| 1Y | -39.3% | -6.5% | -32.7% | -39.7% |
| All | -39.3% | -7.8% | -31.5% | -39.7% |
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