+48.5%
ILMN vs SARO
-22.5%
+71.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +2.2% |
| 7D | -5.4% | -3.1% | -2.3% | -4.8% |
| 30D | +7.0% | -12.2% | +19.2% | +9.6% |
| 3M | +24.2% | -7.4% | +31.6% | +25.5% |
| 6M | +69.9% | -15.3% | +85.2% | +74.3% |
| YTD | +57.4% | -16.2% | +73.6% | +61.3% |
| 1Y | +107.9% | -12.1% | +120.0% | +110.8% |
| All | +48.5% | -22.5% | +71.0% | +42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling