+121.8%
TEVA vs SARO
-23.9%
+145.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +4.8% |
| 7D | +6.5% | -4.9% | +11.4% | +7.8% |
| 30D | +5.3% | -15.4% | +20.7% | +9.6% |
| 3M | +11.8% | -12.3% | +24.1% | +14.6% |
| 6M | +35.5% | -9.4% | +45.0% | +37.4% |
| YTD | +24.1% | -17.7% | +41.8% | +28.4% |
| 1Y | +94.3% | -13.1% | +107.4% | +97.8% |
| All | +121.8% | -23.9% | +145.6% | +129.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling