+93.2%
STLD vs SARO
-21.9%
+115.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -2.8% | +0.6% | -3.4% | -3.0% |
| 30D | -10.4% | -14.5% | +4.1% | -5.3% |
| 3M | -10.6% | -5.3% | -5.3% | -9.4% |
| 6M | +32.7% | -15.3% | +48.0% | +39.0% |
| YTD | +42.8% | -15.6% | +58.4% | +48.8% |
| 1Y | +86.9% | -9.1% | +96.0% | +87.9% |
| All | +93.2% | -21.9% | +115.0% | +95.1% |
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