+59.8%
ILMN vs SUI
+115.7%
-55.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +3.9% | +3.1% |
| 7D | -9.7% | +6.2% | -15.9% | -12.3% |
| 30D | -20.4% | +8.6% | -29.0% | -23.9% |
| 3M | +10.0% | +1.0% | +9.0% | +8.5% |
| 6M | +49.5% | -2.6% | +52.1% | +49.3% |
| YTD | +62.5% | -0.1% | +62.6% | +59.5% |
| 1Y | +76.0% | +0.5% | +75.5% | +72.1% |
| 3Y | +94.2% | +15.3% | +78.9% | +75.1% |
| 5Y | -46.3% | -26.1% | -20.2% | -41.6% |
| All | +59.8% | +115.7% | -55.9% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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