-41.9%
NOW vs SARO
-10.5%
-31.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | -27.0% | +40.3% | -67.3% | -32.1% |
| 3M | -19.6% | +2.2% | -21.9% | -19.6% |
| 6M | +17.5% | +3.7% | +13.8% | +16.2% |
| YTD | -33.3% | -3.3% | -29.9% | -32.9% |
| 1Y | -39.8% | +8.4% | -48.2% | -42.1% |
| All | -41.9% | -10.5% | -31.4% | -45.3% |
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