+38.7%
NSC vs SARO
-20.0%
+58.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -5.5% | -0.8% | -4.7% | -5.4% |
| 30D | -3.2% | -20.0% | +16.8% | +0.1% |
| 3M | +7.7% | -2.9% | +10.6% | +7.7% |
| 6M | +4.5% | -17.7% | +22.2% | +7.3% |
| YTD | +15.6% | -13.5% | +29.1% | +17.2% |
| 1Y | +19.8% | -9.7% | +29.6% | +20.1% |
| All | +38.7% | -20.0% | +58.7% | +31.5% |
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