-0.4%
NOC vs SARO
-23.7%
+23.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.0% | +1.1% |
| 7D | -1.8% | -4.0% | +2.3% | -1.1% |
| 30D | -9.4% | -16.1% | +6.7% | -6.8% |
| 3M | -3.8% | -4.5% | +0.7% | -3.3% |
| 6M | -28.8% | -17.0% | -11.7% | -26.9% |
| YTD | -7.9% | -17.5% | +9.7% | -5.5% |
| 1Y | -9.0% | -12.3% | +3.2% | -7.4% |
| All | -0.4% | -23.7% | +23.3% | +2.3% |
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