+239.0%
STRL vs SARO
-21.9%
+260.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.7% |
| 7D | +8.2% | +0.6% | +7.6% | +7.7% |
| 30D | -6.3% | -14.5% | +8.2% | +4.9% |
| 3M | -41.2% | -5.3% | -35.9% | -39.8% |
| 6M | +20.4% | -15.3% | +35.6% | +32.4% |
| YTD | +61.7% | -15.6% | +77.2% | +76.7% |
| 1Y | +72.7% | -9.1% | +81.8% | +78.9% |
| All | +239.0% | -21.9% | +260.8% | +274.2% |
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 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