+717.8%
STX vs SARO
-23.7%
+741.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -1.8% |
| 7D | +8.0% | -4.0% | +12.0% | +9.6% |
| 30D | +5.1% | -16.1% | +21.2% | +11.7% |
| 3M | +5.8% | -4.5% | +10.3% | +6.7% |
| 6M | +124.9% | -17.0% | +142.0% | +136.6% |
| YTD | +213.9% | -17.5% | +231.4% | +226.0% |
| 1Y | +350.4% | -12.3% | +362.7% | +352.1% |
| All | +717.8% | -23.7% | +741.5% | +708.9% |
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