+58.0%
ILMN vs SMTC
+351.6%
-293.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -0.5% |
| 7D | +0.7% | +30.5% | -29.7% | -6.0% |
| 30D | -22.7% | -30.9% | +8.1% | -16.3% |
| 3M | +8.6% | -14.7% | +23.3% | +9.8% |
| 6M | +43.8% | -9.6% | +53.4% | +38.6% |
| YTD | +59.8% | +62.1% | -2.3% | +28.9% |
| 1Y | +71.8% | +66.6% | +5.2% | +37.0% |
| 3Y | +119.0% | +718.1% | -599.1% | -8.6% |
| 5Y | -43.8% | +32.8% | -76.6% | -58.8% |
| All | +58.0% | +351.6% | -293.6% | -10.7% |
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