-48.8%
NIO vs SARO
-22.5%
-26.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.4% | +2.7% |
| 7D | -2.9% | -3.1% | +0.2% | -2.2% |
| 30D | -18.7% | -12.2% | -6.5% | -16.4% |
| 3M | -29.4% | -7.4% | -22.1% | -28.6% |
| 6M | -32.5% | -15.3% | -17.3% | -30.8% |
| YTD | -27.6% | -16.2% | -11.5% | -25.7% |
| 1Y | -39.2% | -12.1% | -27.1% | -38.7% |
| All | -48.8% | -22.5% | -26.4% | -61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling