+96.5%
STM vs SARO
-7.8%
+104.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.9% | -8.0% | -6.5% |
| 7D | -6.0% | +15.8% | -21.8% | -9.6% |
| 30D | -20.9% | +22.2% | -43.1% | -25.0% |
| 3M | -15.8% | -16.2% | +0.4% | -12.1% |
| 6M | -17.0% | +4.6% | -21.6% | -20.5% |
| YTD | +76.8% | -10.4% | +87.2% | +75.5% |
| 1Y | +96.5% | -6.5% | +103.0% | +91.9% |
| All | +96.5% | -7.8% | +104.3% | +91.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling