-38.7%
NOW vs SARO
-7.8%
-30.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.2% |
| 7D | -27.5% | +15.8% | -43.3% | -26.9% |
| 30D | -20.0% | +22.2% | -42.2% | -19.9% |
| 3M | -7.9% | -16.2% | +8.3% | -5.3% |
| 6M | +18.3% | +4.6% | +13.7% | +18.7% |
| YTD | -29.0% | -10.4% | -18.6% | -26.6% |
| 1Y | -38.7% | -6.5% | -32.2% | -37.4% |
| All | -38.7% | -7.8% | -30.9% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling