+59.0%
ILMN vs SBAC
+109.8%
-50.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -6.0% | -2.8% | -3.2% | -5.0% |
| 30D | -23.0% | +3.1% | -26.2% | -24.3% |
| 3M | +10.4% | +5.1% | +5.3% | +7.5% |
| 6M | +49.4% | -11.4% | +60.8% | +54.1% |
| YTD | +62.3% | +0.2% | +62.1% | +56.6% |
| 1Y | +73.7% | -3.9% | +77.6% | +70.5% |
| 3Y | +122.5% | -7.7% | +130.2% | +115.1% |
| 5Y | -43.2% | -39.7% | -3.4% | -33.2% |
| 10Y | +59.0% | +111.9% | -53.0% | +39.3% |
| All | +59.0% | +109.8% | -50.9% | +39.3% |
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