+51.8%
ILMN vs SARO
-21.1%
+72.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.0% |
| 7D | +1.9% | +1.1% | +0.8% | +1.7% |
| 30D | +12.3% | -16.2% | +28.5% | +16.1% |
| 3M | +33.5% | -1.3% | +34.8% | +33.1% |
| 6M | +69.4% | -15.2% | +84.6% | +73.8% |
| YTD | +60.9% | -14.7% | +75.6% | +64.4% |
| 1Y | +115.0% | -9.1% | +124.0% | +116.6% |
| All | +51.8% | -21.1% | +72.9% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling