+89.5%
ILMN vs SGI
+78.8%
+10.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.8% | -5.4% | -7.3% |
| 7D | -28.3% | +5.3% | -33.6% | -29.6% |
| 30D | -24.0% | +8.2% | -32.1% | -26.3% |
| 3M | +4.1% | -2.2% | +6.3% | +4.2% |
| 6M | +49.6% | -8.4% | +58.0% | +52.3% |
| YTD | +58.6% | -23.4% | +82.0% | +71.4% |
| 1Y | +69.9% | -14.0% | +83.9% | +72.6% |
| All | +89.5% | +78.8% | +10.7% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling