+233.0%
STRL vs SARO
-20.0%
+253.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.1% | +5.2% |
| 7D | +3.4% | -0.8% | +4.2% | +4.0% |
| 30D | -9.2% | -20.0% | +10.8% | +6.6% |
| 3M | -51.0% | -2.9% | -48.1% | -50.9% |
| 6M | +15.8% | -17.7% | +33.4% | +30.3% |
| YTD | +58.9% | -13.5% | +72.4% | +70.7% |
| 1Y | +68.5% | -9.7% | +78.2% | +75.4% |
| All | +233.0% | -20.0% | +253.0% | +261.3% |
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 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