+99.6%
STM vs SARO
-7.4%
+107.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +5.8% | -0.8% | +6.6% | +6.0% |
| 30D | -1.0% | -20.0% | +19.0% | +4.1% |
| 3M | -33.3% | -2.9% | -30.4% | -33.0% |
| 6M | +57.4% | -17.7% | +75.0% | +62.1% |
| YTD | +102.2% | -13.5% | +115.7% | +104.1% |
| 1Y | +99.6% | -9.7% | +109.3% | +92.2% |
| All | +99.6% | -7.4% | +107.0% | +92.2% |
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