+142.8%
NVT vs SARO
-22.5%
+165.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +3.8% |
| 7D | +4.1% | -3.1% | +7.2% | +5.7% |
| 30D | -5.1% | -12.2% | +7.1% | +1.0% |
| 3M | -1.2% | -7.4% | +6.2% | +1.9% |
| 6M | +46.6% | -15.3% | +61.8% | +56.3% |
| YTD | +60.0% | -16.2% | +76.2% | +70.7% |
| 1Y | +70.8% | -12.1% | +82.9% | +76.9% |
| All | +142.8% | -22.5% | +165.2% | +154.8% |
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