-16.0%
NTNX vs SARO
-6.5%
-9.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.6% | -6.5% | -8.1% |
| 7D | -17.2% | +6.3% | -23.5% | -17.0% |
| 30D | -20.2% | +20.8% | -41.1% | -19.9% |
| 3M | -4.0% | -18.4% | +14.5% | -3.4% |
| 6M | +34.8% | +0.8% | +34.0% | +34.6% |
| YTD | +13.3% | -11.8% | +25.1% | +15.3% |
| 1Y | -16.0% | -7.3% | -8.7% | -14.9% |
| All | -16.0% | -6.5% | -9.5% | -14.9% |
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