+56.0%
ILMN vs SIRI
-7.4%
+63.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | -2.9% | -1.7% | -1.2% | -2.4% |
| 30D | -23.8% | +21.1% | -45.0% | -27.8% |
| 3M | +7.5% | +14.7% | -7.3% | +3.1% |
| 6M | +42.8% | +22.9% | +19.8% | +33.9% |
| YTD | +57.8% | +65.7% | -7.9% | +35.6% |
| 1Y | +72.6% | +53.5% | +19.1% | +51.3% |
| 3Y | +129.3% | -23.0% | +152.3% | +132.9% |
| 5Y | -44.5% | -41.5% | -3.0% | -41.5% |
| All | +56.0% | -7.4% | +63.5% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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