+90.3%
STLD vs SARO
-23.7%
+114.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.7% |
| 7D | -3.6% | -4.0% | +0.4% | -2.2% |
| 30D | -10.1% | -16.1% | +6.0% | -4.4% |
| 3M | -11.4% | -4.5% | -6.9% | -10.5% |
| 6M | +30.8% | -17.0% | +47.9% | +38.1% |
| YTD | +40.7% | -17.5% | +58.2% | +47.8% |
| 1Y | +80.8% | -12.3% | +93.0% | +84.2% |
| All | +90.3% | -23.7% | +114.0% | +93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling