+27.6%
ILMN vs SBAC
+76.8%
-49.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | +12.3% | +3.2% | +9.1% | +10.9% |
| 3M | +33.5% | -5.1% | +38.6% | +35.3% |
| 6M | +69.4% | -2.1% | +71.5% | +67.0% |
| YTD | +60.9% | -0.5% | +61.4% | +56.8% |
| 1Y | +115.0% | +1.1% | +113.8% | +107.6% |
| 3Y | +37.0% | -7.4% | +44.4% | +32.9% |
| 5Y | -53.1% | -44.3% | -8.8% | -42.9% |
| 10Y | +27.6% | +77.6% | -50.0% | +9.3% |
| All | +27.6% | +76.8% | -49.2% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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