+38.6%
GILD vs SARO
+1.5%
+37.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.2% | -9.6% | -1.4% |
| 7D | -2.2% | +18.2% | -20.4% | -4.1% |
| 30D | +13.6% | +36.4% | -22.8% | +9.7% |
| 3M | +28.3% | -7.9% | +36.2% | +28.7% |
| 6M | +23.9% | +5.2% | +18.7% | +21.9% |
| YTD | +38.4% | -3.7% | +42.1% | +35.3% |
| 1Y | +38.6% | +2.9% | +35.6% | +35.4% |
| All | +38.6% | +1.5% | +37.0% | +35.4% |
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 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