-53.2%
NKE vs SARO
-22.5%
-30.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | +0.1% |
| 7D | -4.2% | -3.1% | -1.1% | -3.5% |
| 30D | -8.2% | -12.2% | +4.0% | -5.4% |
| 3M | -19.1% | -7.4% | -11.7% | -18.2% |
| 6M | -32.6% | -15.3% | -17.4% | -30.6% |
| YTD | -40.7% | -16.2% | -24.5% | -38.8% |
| 1Y | -48.9% | -12.1% | -36.8% | -48.1% |
| All | -53.2% | -22.5% | -30.8% | -55.1% |
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