+23.3%
NYT vs SARO
-22.5%
+45.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | +0.3% |
| 7D | -0.6% | -3.1% | +2.5% | -0.3% |
| 30D | +4.6% | -12.2% | +16.8% | +5.9% |
| 3M | -9.6% | -7.4% | -2.2% | -9.4% |
| 6M | -14.0% | -15.3% | +1.3% | -13.2% |
| YTD | -2.8% | -16.2% | +13.3% | -1.8% |
| 1Y | +15.6% | -12.1% | +27.7% | +15.9% |
| All | +23.3% | -22.5% | +45.8% | +19.4% |
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