+89.5%
ILMN vs SUI
+16.8%
+72.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.7% | -8.9% | -8.4% |
| 7D | -28.3% | +8.8% | -37.1% | -30.2% |
| 30D | -24.0% | +8.9% | -32.9% | -26.4% |
| 3M | +4.1% | +2.0% | +2.0% | +3.1% |
| 6M | +49.6% | -0.6% | +50.2% | +49.1% |
| YTD | +58.6% | +1.3% | +57.2% | +55.8% |
| 1Y | +69.9% | +1.3% | +68.6% | +66.9% |
| All | +89.5% | +16.8% | +72.6% | +58.6% |
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