+84.0%
STM vs SARO
-21.1%
+105.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +5.2% | +1.1% | +4.1% | +4.8% |
| 30D | -7.4% | -16.2% | +8.8% | -1.4% |
| 3M | -30.6% | -1.3% | -29.3% | -30.7% |
| 6M | +66.4% | -15.2% | +81.6% | +73.9% |
| YTD | +101.1% | -14.7% | +115.8% | +108.5% |
| 1Y | +97.4% | -9.1% | +106.4% | +97.2% |
| All | +84.0% | -21.1% | +105.1% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling