+37.0%
NTR vs SARO
-6.5%
+43.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.1% |
| 7D | +5.4% | +6.3% | -0.9% | +5.9% |
| 30D | +1.4% | +20.8% | -19.4% | +2.8% |
| 3M | +8.7% | -18.4% | +27.1% | +7.5% |
| 6M | -4.9% | +0.8% | -5.7% | -4.5% |
| YTD | +19.8% | -11.8% | +31.6% | +18.4% |
| 1Y | +37.0% | -7.3% | +44.3% | +34.9% |
| All | +37.0% | -6.5% | +43.5% | +34.9% |
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