+41.8%
NTR vs SARO
-7.4%
+49.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.5% |
| 7D | +8.1% | -0.8% | +8.9% | +8.1% |
| 30D | +18.8% | -20.0% | +38.7% | +17.4% |
| 3M | +16.2% | -2.9% | +19.1% | +16.0% |
| 6M | +9.8% | -17.7% | +27.4% | +9.3% |
| YTD | +30.9% | -13.5% | +44.4% | +29.7% |
| 1Y | +41.8% | -9.7% | +51.5% | +40.2% |
| All | +41.8% | -7.4% | +49.1% | +40.2% |
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