+52.0%
STT vs SARO
-7.8%
+59.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.8% |
| 7D | -0.1% | +15.8% | -15.8% | -3.1% |
| 30D | -1.7% | +22.2% | -23.9% | -5.9% |
| 3M | -6.4% | -16.2% | +9.8% | -2.9% |
| 6M | +17.7% | +4.6% | +13.1% | +14.8% |
| YTD | +36.9% | -10.4% | +47.2% | +37.9% |
| 1Y | +52.0% | -6.5% | +58.5% | +51.0% |
| All | +52.0% | -7.8% | +59.8% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling