+8.8%
NFLX vs SARO
-22.5%
+31.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.6% |
| 7D | -1.1% | -3.1% | +2.0% | -0.7% |
| 30D | +4.3% | -12.2% | +16.5% | +6.0% |
| 3M | -4.8% | -7.4% | +2.6% | -4.2% |
| 6M | -18.4% | -15.3% | -3.2% | -16.9% |
| YTD | -17.4% | -16.2% | -1.3% | -16.2% |
| 1Y | -35.7% | -12.1% | -23.6% | -35.6% |
| All | +8.8% | -22.5% | +31.3% | -2.7% |
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 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