-25.5%
NOW vs SARO
-23.7%
-1.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.6% |
| 7D | -9.9% | -4.0% | -5.9% | -9.0% |
| 30D | +2.8% | -16.1% | +19.0% | +7.2% |
| 3M | +23.7% | -4.5% | +28.2% | +23.7% |
| 6M | +12.5% | -17.0% | +29.5% | +16.8% |
| YTD | -14.4% | -17.5% | +3.2% | -11.2% |
| 1Y | -29.0% | -12.3% | -16.7% | -28.3% |
| All | -25.5% | -23.7% | -1.8% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling