+84.6%
STLD vs SARO
-10.5%
+95.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.9% | -3.4% |
| 7D | +2.9% | +0.4% | +2.6% | +2.7% |
| 30D | -5.6% | +40.3% | -45.9% | -16.0% |
| 3M | -11.7% | +2.2% | -14.0% | -12.4% |
| 6M | -2.8% | +3.7% | -6.5% | -5.0% |
| YTD | +36.4% | -3.3% | +39.8% | +35.6% |
| 1Y | +50.0% | +8.4% | +41.6% | +41.5% |
| All | +84.6% | -10.5% | +95.1% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling