+58.0%
ILMN vs SGI
+318.6%
-260.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.8% |
| 7D | +0.7% | -10.7% | +11.4% | +3.7% |
| 30D | -22.7% | -3.6% | -19.1% | -22.3% |
| 3M | +8.6% | -5.4% | +14.0% | +9.4% |
| 6M | +43.8% | -7.0% | +50.9% | +44.8% |
| YTD | +59.8% | -31.6% | +91.4% | +73.4% |
| 1Y | +71.8% | -33.5% | +105.3% | +87.8% |
| 3Y | +119.0% | +66.5% | +52.5% | +85.0% |
| 5Y | -43.8% | +42.2% | -86.0% | -52.7% |
| All | +58.0% | +318.6% | -260.6% | -5.5% |
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