+28.1%
NVS vs SARO
-22.5%
+50.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.4% |
| 7D | -14.3% | -3.1% | -11.2% | -14.0% |
| 30D | -10.0% | -12.2% | +2.3% | -8.7% |
| 3M | -10.9% | -7.4% | -3.5% | -10.4% |
| 6M | -12.0% | -15.3% | +3.3% | -11.0% |
| YTD | +2.5% | -16.2% | +18.7% | +3.7% |
| 1Y | +10.7% | -12.1% | +22.8% | +11.5% |
| All | +28.1% | -22.5% | +50.5% | +24.9% |
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