+128.0%
NXT vs SARO
-21.9%
+149.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.3% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | -20.0% | -14.5% | -5.5% | -16.4% |
| 3M | -30.9% | -5.3% | -25.6% | -29.8% |
| 6M | -23.8% | -15.3% | -8.5% | -20.8% |
| YTD | -5.4% | -15.6% | +10.1% | -2.1% |
| 1Y | +28.0% | -9.1% | +37.1% | +30.3% |
| All | +128.0% | -21.9% | +149.9% | +99.2% |
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