+40.7%
ILMN vs SMTC
+463.0%
-422.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.2% | -10.8% | -2.9% |
| 7D | +1.2% | +12.7% | -11.5% | -0.7% |
| 30D | +9.2% | +22.0% | -12.8% | +5.0% |
| 3M | +29.8% | -12.7% | +42.5% | +30.2% |
| 6M | +69.2% | +64.8% | +4.4% | +49.5% |
| YTD | +66.4% | +100.7% | -34.3% | +41.0% |
| 1Y | +123.4% | +146.9% | -23.5% | +80.9% |
| All | +40.7% | +463.0% | -422.3% | -19.6% |
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