-57.0%
STLA vs SARO
-21.1%
-35.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.6% |
| 7D | +0.7% | +1.1% | -0.3% | +0.4% |
| 30D | -2.4% | -16.2% | +13.8% | +3.6% |
| 3M | -23.9% | -1.3% | -22.6% | -24.1% |
| 6M | -24.6% | -15.2% | -9.4% | -21.3% |
| YTD | -50.5% | -14.7% | -35.8% | -49.0% |
| 1Y | -39.8% | -9.1% | -30.8% | -40.1% |
| All | -57.0% | -21.1% | -35.9% | -61.4% |
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