+1,017.6%
ILMN vs SMTC
+222.5%
+795.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.3% | -11.3% | -3.8% |
| 7D | -6.0% | +12.9% | -18.9% | -9.7% |
| 30D | -23.0% | -25.6% | +2.6% | -17.3% |
| 3M | +10.4% | -4.5% | +15.0% | +8.2% |
| 6M | +49.4% | -8.3% | +57.7% | +42.6% |
| YTD | +62.3% | +69.9% | -7.6% | +26.3% |
| 1Y | +73.7% | +73.9% | -0.2% | +33.5% |
| 3Y | +122.5% | +757.7% | -635.2% | -10.2% |
| 5Y | -43.2% | +38.7% | -81.9% | -61.9% |
| 10Y | +59.0% | +376.1% | -317.2% | -33.3% |
| All | +1,017.6% | +222.5% | +795.1% | +239.5% |
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