-50.0%
STZ vs SARO
-21.9%
-28.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.5% |
| 3M | -12.6% | -5.3% | -7.2% | -12.6% |
| 6M | -17.2% | -15.3% | -1.9% | -17.0% |
| YTD | -10.0% | -15.6% | +5.5% | -9.8% |
| 1Y | -14.3% | -9.1% | -5.2% | -14.2% |
| All | -50.0% | -21.9% | -28.1% | -52.7% |
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 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