+55.9%
NTAP vs SARO
-21.9%
+77.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | -7.0% | -14.5% | +7.5% | -2.7% |
| 3M | +12.3% | -5.3% | +17.6% | +13.5% |
| 6M | +85.1% | -15.3% | +100.4% | +92.8% |
| YTD | +74.8% | -15.6% | +90.3% | +81.1% |
| 1Y | +52.7% | -9.1% | +61.8% | +52.7% |
| All | +55.9% | -21.9% | +77.8% | +57.6% |
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