+59.8%
ILMN vs SFM
+138.2%
-78.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.8% | +7.3% | +2.9% |
| 7D | -9.7% | -1.2% | -8.5% | -9.7% |
| 30D | -20.4% | -24.8% | +4.4% | -18.5% |
| 3M | +10.0% | -43.7% | +53.7% | +16.2% |
| 6M | +49.5% | -37.3% | +86.7% | +55.4% |
| YTD | +62.5% | -38.4% | +100.9% | +68.5% |
| 1Y | +76.0% | -36.9% | +112.9% | +81.8% |
| 3Y | +94.2% | +20.7% | +73.5% | +78.8% |
| 5Y | -46.3% | +103.5% | -149.8% | -54.6% |
| All | +59.8% | +138.2% | -78.4% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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