+20.3%
SGOV vs ILMN
-41.2%
+61.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | 0.0% | -5.4% | +5.4% | 0.0% |
| 30D | +0.3% | +7.0% | -6.7% | +0.3% |
| 3M | +0.9% | +24.2% | -23.3% | +0.9% |
| 6M | +1.8% | +69.9% | -68.1% | +1.8% |
| YTD | +2.5% | +57.4% | -54.9% | +2.5% |
| 1Y | +3.8% | +107.9% | -104.1% | +3.8% |
| 3Y | +14.4% | +37.1% | -22.8% | +14.4% |
| 5Y | +20.2% | -53.7% | +73.9% | +20.2% |
| All | +20.3% | -41.2% | +61.5% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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