+40.7%
ILMN vs SUI
+12.1%
+28.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.4% |
| 7D | +1.2% | -2.8% | +4.1% | +2.3% |
| 30D | +9.2% | -1.2% | +10.4% | +9.6% |
| 3M | +29.8% | -1.7% | +31.6% | +30.3% |
| 6M | +69.2% | -10.5% | +79.7% | +75.8% |
| YTD | +66.4% | -1.8% | +68.2% | +65.7% |
| 1Y | +123.4% | -4.1% | +127.5% | +124.9% |
| All | +40.7% | +12.1% | +28.6% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling