+86.5%
TEVA vs SARO
-10.7%
+97.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.6% |
| 7D | +2.0% | -3.1% | +5.1% | +2.8% |
| 30D | +1.0% | -12.2% | +13.2% | +4.4% |
| 3M | +7.3% | -7.4% | +14.7% | +7.9% |
| 6M | +21.7% | -15.3% | +37.0% | +24.9% |
| YTD | +18.8% | -16.2% | +35.0% | +22.2% |
| 1Y | +86.5% | -12.1% | +98.6% | +88.3% |
| All | +86.5% | -10.7% | +97.1% | +88.3% |
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