+51.2%
JNJ vs SARO
-7.8%
+59.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.7% |
| 7D | +1.9% | +15.8% | -13.8% | +1.3% |
| 30D | +9.2% | +22.2% | -12.9% | +8.3% |
| 3M | +8.9% | -16.2% | +25.1% | +9.7% |
| 6M | +24.6% | +4.6% | +20.0% | +23.8% |
| YTD | +35.7% | -10.4% | +46.0% | +35.1% |
| 1Y | +51.2% | -6.5% | +57.7% | +51.4% |
| All | +51.2% | -7.8% | +59.0% | +51.4% |
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