+70.5%
ILMN vs SMTC
+365.8%
-295.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +12.8% | -9.2% | +0.5% |
| 7D | -2.6% | -4.8% | +2.3% | -1.9% |
| 30D | -20.6% | -37.8% | +17.2% | -11.9% |
| 3M | +17.5% | -16.5% | +33.9% | +19.4% |
| 6M | +55.6% | -4.4% | +60.0% | +47.6% |
| YTD | +68.3% | +58.0% | +10.3% | +36.9% |
| 1Y | +81.1% | +62.0% | +19.1% | +45.5% |
| 3Y | +112.2% | +745.7% | -633.5% | -12.7% |
| 5Y | -42.6% | +29.0% | -71.6% | -57.5% |
| 10Y | +70.5% | +351.4% | -280.9% | -1.4% |
| All | +70.5% | +365.8% | -295.3% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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