-39.7%
STZ vs SARO
-6.5%
-33.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.8% | -2.4% | +2.3% |
| 7D | +3.4% | +15.3% | -11.8% | +2.9% |
| 30D | +19.6% | +43.6% | -24.0% | +18.1% |
| 3M | +8.0% | -0.8% | +8.8% | +7.8% |
| 6M | -0.3% | +15.2% | -15.5% | -1.3% |
| YTD | +8.6% | +1.0% | +7.6% | +8.0% |
| 1Y | +17.3% | +7.9% | +9.4% | +16.6% |
| All | -39.7% | -6.5% | -33.1% | -43.3% |
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 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