-12.0%
NVT vs SARO
-6.5%
-5.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -1.6% | -11.2% | -12.3% |
| 7D | -28.8% | +6.3% | -35.1% | -30.1% |
| 30D | -43.3% | +20.8% | -64.1% | -46.8% |
| 3M | -39.2% | -18.4% | -20.8% | -33.8% |
| 6M | -41.8% | +0.8% | -42.6% | -42.6% |
| YTD | -2.9% | -11.8% | +8.9% | -0.8% |
| 1Y | -12.0% | -7.3% | -4.7% | -13.3% |
| All | -12.0% | -6.5% | -5.5% | -13.3% |
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