+231.9%
STRL vs SARO
-23.7%
+255.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -0.4% |
| 7D | +5.4% | -4.0% | +9.4% | +8.6% |
| 30D | -9.0% | -16.1% | +7.1% | +3.4% |
| 3M | -37.1% | -4.5% | -32.5% | -36.1% |
| 6M | +17.8% | -17.0% | +34.9% | +31.6% |
| YTD | +58.3% | -17.5% | +75.9% | +76.1% |
| 1Y | +61.0% | -12.3% | +73.3% | +71.1% |
| All | +231.9% | -23.7% | +255.6% | +272.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling