+93.9%
ILMN vs SGI
-10.7%
+104.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.8% | -11.7% | -5.7% |
| 7D | -21.6% | +12.1% | -33.6% | -22.8% |
| 30D | -22.9% | +12.1% | -34.9% | -24.2% |
| 3M | +11.6% | +0.4% | +11.2% | +11.7% |
| 6M | +62.5% | -4.0% | +66.6% | +64.1% |
| YTD | +72.7% | -21.2% | +94.0% | +77.5% |
| 1Y | +93.9% | -12.1% | +105.9% | +100.4% |
| All | +93.9% | -10.7% | +104.6% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling