-48.7%
NIO vs SARO
-21.9%
-26.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -4.1% | +0.6% | -4.8% | -4.3% |
| 30D | -23.2% | -14.5% | -8.7% | -20.6% |
| 3M | -29.9% | -5.3% | -24.6% | -29.5% |
| 6M | -25.1% | -15.3% | -9.8% | -23.2% |
| YTD | -27.5% | -15.6% | -11.9% | -25.7% |
| 1Y | -41.1% | -9.1% | -32.0% | -41.1% |
| All | -48.7% | -21.9% | -26.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling