+106.0%
ILMN vs SOLS
+20.3%
+85.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -3.0% |
| 7D | -3.9% | +3.7% | -7.6% | -3.6% |
| 30D | +6.9% | +5.0% | +1.9% | +7.6% |
| 3M | +28.1% | -21.1% | +49.2% | +26.9% |
| 6M | +65.0% | -14.2% | +79.1% | +64.6% |
| YTD | +56.3% | +30.6% | +25.7% | +68.0% |
| All | +106.0% | +20.3% | +85.7% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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