+129.3%
ILMN vs SFM
+27.3%
+102.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.6% | -1.3% |
| 7D | -2.9% | +6.0% | -8.9% | -3.1% |
| 30D | -23.8% | -19.5% | -4.4% | -23.0% |
| 3M | +7.5% | -37.0% | +44.5% | +10.5% |
| 6M | +42.8% | -41.0% | +83.8% | +47.2% |
| YTD | +57.8% | -34.6% | +92.5% | +60.8% |
| 1Y | +72.6% | -36.3% | +108.9% | +76.2% |
| 3Y | +129.3% | +24.5% | +104.8% | +65.1% |
| All | +129.3% | +27.3% | +102.0% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling