-51.4%
ILMN vs SGI
+60.4%
-111.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +1.2% | +8.5% | -7.3% | -1.9% |
| 30D | +9.2% | +0.7% | +8.5% | +8.7% |
| 3M | +29.8% | +0.6% | +29.2% | +28.7% |
| 6M | +69.2% | -17.9% | +87.1% | +80.1% |
| YTD | +66.4% | -21.2% | +87.6% | +78.4% |
| 1Y | +123.4% | -18.9% | +142.3% | +135.1% |
| 3Y | +33.2% | +52.6% | -19.5% | +4.9% |
| All | -51.4% | +60.4% | -111.8% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling