-50.3%
NIO vs SARO
-23.7%
-26.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.9% | -2.7% |
| 7D | -7.3% | -4.0% | -3.2% | -6.4% |
| 30D | -22.5% | -16.1% | -6.4% | -19.5% |
| 3M | -30.9% | -4.5% | -26.4% | -30.6% |
| 6M | -37.2% | -17.0% | -20.1% | -35.3% |
| YTD | -29.8% | -17.5% | -12.3% | -27.7% |
| 1Y | -37.4% | -12.3% | -25.1% | -36.8% |
| All | -50.3% | -23.7% | -26.6% | -62.5% |
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 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