+175.9%
SLV vs ILMN
+61.7%
+114.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +2.3% |
| 7D | +5.6% | -2.6% | +8.2% | +5.8% |
| 30D | -12.1% | -20.6% | +8.5% | -9.7% |
| 3M | -16.3% | +17.5% | -33.7% | -18.3% |
| 6M | -34.1% | +55.6% | -89.7% | -37.9% |
| YTD | -25.3% | +68.3% | -93.6% | -30.4% |
| 1Y | +9.6% | +81.1% | -71.5% | +1.2% |
| 3Y | +132.7% | +112.2% | +20.5% | +107.1% |
| 5Y | +113.7% | -42.6% | +156.3% | +114.8% |
| 10Y | +175.9% | +70.5% | +105.4% | +161.6% |
| All | +175.9% | +61.7% | +114.2% | +161.6% |
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