+249.8%
STRL vs SARO
-22.5%
+272.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +4.2% |
| 7D | +5.0% | -3.1% | +8.1% | +7.5% |
| 30D | -6.9% | -12.2% | +5.3% | +2.4% |
| 3M | -39.1% | -7.4% | -31.7% | -36.7% |
| 6M | +21.5% | -15.3% | +36.8% | +33.7% |
| YTD | +66.9% | -16.2% | +83.1% | +83.5% |
| 1Y | +61.6% | -12.1% | +73.7% | +71.6% |
| All | +249.8% | -22.5% | +272.3% | +288.5% |
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