+10.6%
NU vs SARO
-22.5%
+33.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -3.4% |
| 7D | -4.9% | -3.1% | -1.8% | -3.6% |
| 30D | +7.8% | -12.2% | +20.0% | +14.3% |
| 3M | +20.9% | -7.4% | +28.3% | +24.9% |
| 6M | +0.9% | -15.3% | +16.2% | +7.7% |
| YTD | -12.7% | -16.2% | +3.5% | -6.9% |
| 1Y | -6.4% | -12.1% | +5.7% | -2.9% |
| All | +10.6% | -22.5% | +33.0% | +16.5% |
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