-14.3%
STZ vs SARO
-9.8%
-4.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | -6.0% | +0.6% | -6.7% | -6.0% |
| 30D | -8.9% | -14.5% | +5.6% | -8.2% |
| 3M | -12.6% | -5.3% | -7.2% | -12.8% |
| 6M | -17.2% | -15.3% | -1.9% | -16.8% |
| YTD | -10.0% | -15.6% | +5.5% | -9.7% |
| 1Y | -14.3% | -9.1% | -5.2% | -13.7% |
| All | -14.3% | -9.8% | -4.5% | -13.7% |
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