+27.6%
ILMN vs SFM
+293.3%
-265.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.2% | -2.5% |
| 7D | +1.9% | -5.8% | +7.7% | +2.6% |
| 30D | +12.3% | -11.4% | +23.6% | +13.7% |
| 3M | +33.5% | -12.2% | +45.7% | +35.2% |
| 6M | +69.4% | -5.2% | +74.5% | +69.3% |
| YTD | +60.9% | -4.5% | +65.4% | +60.4% |
| 1Y | +115.0% | -45.4% | +160.4% | +128.0% |
| 3Y | +37.0% | +91.1% | -54.1% | +21.4% |
| 5Y | -53.1% | +226.8% | -279.9% | -61.8% |
| 10Y | +27.6% | +291.9% | -264.3% | +1.4% |
| All | +27.6% | +293.3% | -265.8% | +1.4% |
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