+64.6%
ILMN vs SGI
+397.2%
-332.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.5% | +7.9% | +3.9% |
| 7D | -9.7% | +1.0% | -10.6% | -10.2% |
| 30D | -20.4% | +3.9% | -24.3% | -21.6% |
| 3M | +10.0% | -0.8% | +10.8% | +9.4% |
| 6M | +49.5% | -18.0% | +67.4% | +55.6% |
| YTD | +62.5% | -27.6% | +90.1% | +73.7% |
| 1Y | +76.0% | -27.2% | +103.2% | +87.7% |
| 3Y | +94.2% | +76.0% | +18.2% | +61.5% |
| 5Y | -46.3% | +50.0% | -96.3% | -55.4% |
| All | +64.6% | +397.2% | -332.6% | -5.0% |
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