+14.4%
SGOV vs ILMN
+29.9%
-15.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | +0.1% | -9.2% | +9.3% | +0.1% |
| 30D | +0.3% | +4.4% | -4.1% | +0.3% |
| 3M | +0.9% | +23.9% | -23.0% | +0.9% |
| 6M | +1.8% | +64.5% | -62.7% | +1.8% |
| YTD | +2.5% | +53.5% | -50.9% | +2.5% |
| 1Y | +3.8% | +110.8% | -107.0% | +3.8% |
| All | +14.4% | +29.9% | -15.5% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling