+24.3%
ILMN vs SCHG
+459.0%
-434.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +1.7% |
| 7D | -5.4% | -1.0% | -4.4% | -4.4% |
| 30D | +7.0% | -1.3% | +8.3% | +8.5% |
| 3M | +24.2% | +5.4% | +18.8% | +17.8% |
| 6M | +69.9% | +14.4% | +55.5% | +48.4% |
| YTD | +57.4% | +8.0% | +49.4% | +44.8% |
| 1Y | +107.9% | +12.7% | +95.2% | +83.1% |
| 3Y | +37.1% | +85.6% | -48.5% | -29.1% |
| 5Y | -53.7% | +85.5% | -139.2% | -76.1% |
| All | +24.3% | +459.0% | -434.7% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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