-38.0%
NIO vs SARO
-7.4%
-30.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.2% | -1.7% |
| 7D | -13.0% | -0.8% | -12.2% | -12.9% |
| 30D | -18.3% | -20.0% | +1.7% | -14.9% |
| 3M | -33.2% | -2.9% | -30.3% | -33.4% |
| 6M | -21.5% | -17.7% | -3.8% | -18.5% |
| YTD | -25.5% | -13.5% | -12.0% | -24.8% |
| 1Y | -38.0% | -9.7% | -28.3% | -40.0% |
| All | -38.0% | -7.4% | -30.6% | -40.0% |
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