-9.8%
NVMI vs SARO
-7.8%
-2.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -3.2% |
| 7D | -11.8% | +15.8% | -27.5% | -17.3% |
| 30D | -24.8% | +22.2% | -47.0% | -31.3% |
| 3M | -28.6% | -16.2% | -12.4% | -21.8% |
| 6M | -40.0% | +4.6% | -44.6% | -42.5% |
| YTD | -10.1% | -10.4% | +0.3% | -8.9% |
| 1Y | -9.8% | -6.5% | -3.2% | -11.4% |
| All | -9.8% | -7.8% | -2.0% | -11.4% |
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