+62.1%
NTAP vs SARO
-10.7%
+72.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +6.9% | +8.2% |
| 7D | +7.4% | -3.1% | +10.5% | +7.9% |
| 30D | -1.4% | -12.2% | +10.9% | +0.7% |
| 3M | +24.6% | -7.4% | +31.9% | +25.9% |
| 6M | +105.9% | -15.3% | +121.2% | +111.8% |
| YTD | +88.5% | -16.2% | +104.7% | +92.3% |
| 1Y | +62.1% | -12.1% | +74.2% | +59.9% |
| All | +62.1% | -10.7% | +72.8% | +59.9% |
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