+74.7%
MRK vs SARO
-10.7%
+85.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.7% |
| 7D | -4.3% | -3.1% | -1.2% | -3.9% |
| 30D | +8.3% | -12.2% | +20.5% | +9.7% |
| 3M | +20.0% | -7.4% | +27.4% | +20.3% |
| 6M | +25.7% | -15.3% | +40.9% | +26.8% |
| YTD | +38.7% | -16.2% | +54.9% | +38.7% |
| 1Y | +74.7% | -12.1% | +86.8% | +73.8% |
| All | +74.7% | -10.7% | +85.3% | +73.8% |
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