-60.1%
NVO vs SARO
-22.5%
-37.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.8% | -2.4% |
| 7D | -7.6% | -3.1% | -4.5% | -7.0% |
| 30D | -6.0% | -12.2% | +6.3% | -3.8% |
| 3M | -0.8% | -7.4% | +6.6% | -0.4% |
| 6M | +16.5% | -15.3% | +31.7% | +18.5% |
| YTD | -11.1% | -16.2% | +5.1% | -8.7% |
| 1Y | -16.7% | -12.1% | -4.6% | -15.1% |
| All | -60.1% | -22.5% | -37.7% | -60.2% |
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