+3.8%
NXPI vs SARO
-22.5%
+26.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.8% | +3.8% |
| 7D | +3.9% | -3.1% | +7.0% | +5.1% |
| 30D | +1.4% | -12.2% | +13.6% | +6.6% |
| 3M | -21.5% | -7.4% | -14.2% | -19.8% |
| 6M | +19.4% | -15.3% | +34.7% | +25.6% |
| YTD | +9.9% | -16.2% | +26.1% | +15.2% |
| 1Y | +7.9% | -12.1% | +20.0% | +9.9% |
| All | +3.8% | -22.5% | +26.2% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling