-29.4%
NOW vs SARO
-10.7%
-18.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.9% |
| 7D | -6.2% | -3.1% | -3.1% | -5.9% |
| 30D | +6.1% | -12.2% | +18.3% | +7.2% |
| 3M | +28.6% | -7.4% | +35.9% | +28.7% |
| 6M | +14.6% | -15.3% | +29.9% | +16.7% |
| YTD | -13.5% | -16.2% | +2.7% | -11.6% |
| 1Y | -29.4% | -12.1% | -17.3% | -29.3% |
| All | -29.4% | -10.7% | -18.7% | -29.3% |
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 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