+33.0%
NVS vs SARO
-6.5%
+39.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.3% | -1.6% |
| 7D | +0.5% | +6.3% | -5.8% | -0.6% |
| 30D | +15.0% | +20.8% | -5.8% | +11.0% |
| 3M | +4.8% | -18.4% | +23.3% | +8.3% |
| 6M | +11.3% | +0.8% | +10.5% | +9.6% |
| YTD | +21.0% | -11.8% | +32.8% | +22.0% |
| 1Y | +33.0% | -7.3% | +40.2% | +33.2% |
| All | +33.0% | -6.5% | +39.5% | +33.2% |
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