+1,045.4%
ILMN vs SMTC
+280.9%
+764.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.2% | -10.8% | -4.1% |
| 7D | +1.2% | +12.7% | -11.5% | -2.2% |
| 30D | +9.2% | +22.0% | -12.8% | +1.6% |
| 3M | +29.8% | -12.7% | +42.5% | +29.8% |
| 6M | +69.2% | +64.8% | +4.4% | +37.4% |
| YTD | +66.4% | +100.7% | -34.3% | +26.3% |
| 1Y | +123.4% | +146.9% | -23.5% | +57.7% |
| 3Y | +33.2% | +456.8% | -423.6% | -37.8% |
| 5Y | -52.0% | +89.2% | -141.2% | -70.1% |
| 10Y | +33.6% | +426.9% | -393.3% | -44.1% |
| All | +1,045.4% | +280.9% | +764.5% | +239.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling