+136.2%
STT vs SARO
-22.5%
+158.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.6% |
| 7D | -0.4% | -3.1% | +2.7% | +0.4% |
| 30D | +1.7% | -12.2% | +14.0% | +5.5% |
| 3M | +17.9% | -7.4% | +25.3% | +19.8% |
| 6M | +55.3% | -15.3% | +70.5% | +60.9% |
| YTD | +52.7% | -16.2% | +68.8% | +58.3% |
| 1Y | +75.7% | -12.1% | +87.8% | +78.5% |
| All | +136.2% | -22.5% | +158.6% | +141.1% |
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