-30.2%
NVD vs SARO
-7.8%
-22.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.9% | +4.6% | +7.2% |
| 7D | +15.0% | +15.8% | -0.8% | +22.1% |
| 30D | +39.3% | +22.2% | +17.1% | +51.3% |
| 3M | +3.1% | -16.2% | +19.3% | -6.9% |
| 6M | -19.0% | +4.6% | -23.6% | -14.0% |
| YTD | -35.5% | -10.4% | -25.2% | -34.8% |
| 1Y | -30.2% | -6.5% | -23.7% | -24.4% |
| All | -30.2% | -7.8% | -22.4% | -24.4% |
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