+27.6%
ILMN vs SMTC
+493.3%
-465.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.0% | -13.2% | -5.7% |
| 7D | +1.9% | +22.9% | -21.0% | -3.4% |
| 30D | +12.3% | +16.6% | -4.4% | +6.8% |
| 3M | +33.5% | +2.4% | +31.1% | +28.5% |
| 6M | +69.4% | +98.3% | -28.9% | +33.7% |
| YTD | +60.9% | +120.7% | -59.8% | +22.2% |
| 1Y | +115.0% | +168.3% | -53.3% | +53.0% |
| 3Y | +37.0% | +571.7% | -534.7% | -37.9% |
| 5Y | -53.1% | +114.0% | -167.1% | -69.6% |
| 10Y | +27.6% | +497.0% | -469.4% | -44.1% |
| All | +27.6% | +493.3% | -465.7% | -44.1% |
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