+182.4%
ILMN vs SFM
+132.6%
+49.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.4% | -1.9% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | +9.2% | -4.4% | +13.6% | +9.6% |
| 3M | +29.8% | +1.5% | +28.3% | +29.3% |
| 6M | +69.2% | +6.5% | +62.7% | +66.9% |
| YTD | +66.4% | +2.2% | +64.2% | +64.6% |
| 1Y | +123.4% | -41.9% | +165.3% | +135.3% |
| 3Y | +33.2% | +106.8% | -73.6% | +17.2% |
| 5Y | -52.0% | +231.6% | -283.5% | -60.9% |
| 10Y | +33.6% | +258.4% | -224.8% | +3.5% |
| All | +182.4% | +132.6% | +49.8% | +133.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling