+65.7%
STM vs SARO
-10.5%
+76.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +12.0% | +0.4% | +11.6% | +11.9% |
| 30D | -0.4% | +40.3% | -40.7% | -11.9% |
| 3M | -13.2% | +2.2% | -15.4% | -14.0% |
| 6M | -26.1% | +3.7% | -29.8% | -28.2% |
| YTD | +81.2% | -3.3% | +84.5% | +79.3% |
| 1Y | +98.3% | +8.4% | +89.9% | +86.3% |
| All | +65.7% | -10.5% | +76.3% | +39.3% |
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