+133.6%
STT vs SARO
-23.7%
+157.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.0% | +0.4% |
| 7D | -1.4% | -4.0% | +2.7% | -0.2% |
| 30D | +2.2% | -16.1% | +18.3% | +7.3% |
| 3M | +18.8% | -4.5% | +23.3% | +19.6% |
| 6M | +57.9% | -17.0% | +75.0% | +64.7% |
| YTD | +51.0% | -17.5% | +68.5% | +57.3% |
| 1Y | +77.1% | -12.3% | +89.4% | +80.0% |
| All | +133.6% | -23.7% | +157.3% | +139.6% |
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