+124.7%
NTRS vs SARO
-22.5%
+147.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.6% |
| 7D | +1.4% | -3.1% | +4.5% | +2.2% |
| 30D | -0.7% | -12.2% | +11.6% | +2.8% |
| 3M | +11.3% | -7.4% | +18.7% | +12.9% |
| 6M | +35.5% | -15.3% | +50.8% | +40.0% |
| YTD | +40.6% | -16.2% | +56.8% | +45.6% |
| 1Y | +49.2% | -12.1% | +61.3% | +51.5% |
| All | +124.7% | -22.5% | +147.2% | +130.5% |
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