+74.4%
JNJ vs SARO
-23.7%
+98.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.2% |
| 7D | -4.3% | -4.0% | -0.3% | -4.3% |
| 30D | +3.0% | -16.1% | +19.2% | +3.4% |
| 3M | +12.2% | -4.5% | +16.8% | +12.2% |
| 6M | +10.5% | -17.0% | +27.5% | +10.5% |
| YTD | +30.8% | -17.5% | +48.3% | +30.8% |
| 1Y | +54.9% | -12.3% | +67.2% | +54.9% |
| All | +74.4% | -23.7% | +98.2% | +74.9% |
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