+123.8%
STX vs SARO
-7.8%
+131.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.9% | -10.0% | -8.4% |
| 7D | -20.2% | +15.8% | -35.9% | -22.2% |
| 30D | -37.2% | +22.2% | -59.4% | -39.5% |
| 3M | -34.1% | -16.2% | -17.9% | -30.8% |
| 6M | -24.5% | +4.6% | -29.1% | -25.6% |
| YTD | +102.9% | -10.4% | +113.3% | +90.1% |
| 1Y | +123.8% | -6.5% | +130.3% | +101.3% |
| All | +123.8% | -7.8% | +131.6% | +101.3% |
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 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