+115.0%
ILMN vs SGI
-19.6%
+134.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.8% | -3.2% |
| 7D | +1.9% | +9.3% | -7.4% | +0.2% |
| 30D | +12.3% | +6.9% | +5.4% | +10.8% |
| 3M | +33.5% | +2.8% | +30.7% | +32.8% |
| 6M | +69.4% | -12.6% | +82.0% | +72.4% |
| YTD | +60.9% | -21.5% | +82.4% | +64.8% |
| 1Y | +115.0% | -18.8% | +133.7% | +130.4% |
| All | +115.0% | -19.6% | +134.6% | +130.4% |
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