+27.6%
ILMN vs SGI
+261.3%
-233.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.8% | -3.2% |
| 7D | +1.9% | +9.3% | -7.4% | -0.5% |
| 30D | +12.3% | +6.9% | +5.4% | +10.2% |
| 3M | +33.5% | +2.8% | +30.7% | +32.0% |
| 6M | +69.4% | -12.6% | +82.0% | +73.8% |
| YTD | +60.9% | -21.5% | +82.4% | +69.2% |
| 1Y | +115.0% | -18.8% | +133.7% | +123.0% |
| 3Y | +37.0% | +60.8% | -23.8% | +17.5% |
| 5Y | -53.1% | +60.0% | -113.1% | -61.4% |
| 10Y | +27.6% | +267.8% | -240.3% | -22.3% |
| All | +27.6% | +261.3% | -233.8% | -22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling