+33.0%
NVDX vs SARO
-7.4%
+40.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | +11.6% | -0.8% | +12.4% | +12.0% |
| 30D | +7.5% | -20.0% | +27.5% | +20.2% |
| 3M | +2.1% | -2.9% | +5.0% | +1.9% |
| 6M | +35.5% | -17.7% | +53.2% | +47.6% |
| YTD | +24.1% | -13.5% | +37.6% | +28.2% |
| 1Y | +33.0% | -9.7% | +42.7% | +30.6% |
| All | +33.0% | -7.4% | +40.3% | +30.6% |
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