-47.4%
NIO vs SARO
-21.1%
-26.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | -6.7% | +1.1% | -7.7% | -6.9% |
| 30D | -20.0% | -16.2% | -3.9% | -17.0% |
| 3M | -30.5% | -1.3% | -29.2% | -30.7% |
| 6M | -20.7% | -15.2% | -5.5% | -18.6% |
| YTD | -25.7% | -14.7% | -11.0% | -24.0% |
| 1Y | -38.6% | -9.1% | -29.5% | -38.5% |
| All | -47.4% | -21.1% | -26.4% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling