+129.3%
ILMN vs SMTC
+698.5%
-569.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.8% | -0.5% |
| 7D | -2.9% | +11.0% | -13.9% | -4.7% |
| 30D | -23.8% | -28.5% | +4.7% | -20.2% |
| 3M | +7.5% | -14.2% | +21.7% | +8.4% |
| 6M | +42.8% | -18.0% | +60.8% | +42.0% |
| YTD | +57.8% | +55.5% | +2.3% | +38.1% |
| 1Y | +72.6% | +69.5% | +3.1% | +48.3% |
| 3Y | +129.3% | +699.7% | -570.3% | +26.7% |
| All | +129.3% | +698.5% | -569.2% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling