+82.4%
STM vs SARO
-22.5%
+104.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.9% |
| 7D | -1.4% | -3.1% | +1.7% | -0.3% |
| 30D | -4.9% | -12.2% | +7.3% | -0.4% |
| 3M | -34.0% | -7.4% | -26.6% | -32.5% |
| 6M | +51.8% | -15.3% | +67.1% | +58.6% |
| YTD | +99.4% | -16.2% | +115.5% | +108.0% |
| 1Y | +99.1% | -12.1% | +111.2% | +101.7% |
| All | +82.4% | -22.5% | +104.8% | +61.6% |
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