+218.5%
SLV vs ILMN
+32.2%
+186.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -1.0% |
| 7D | -0.3% | +1.2% | -1.6% | -0.5% |
| 30D | +6.7% | +9.2% | -2.5% | +5.6% |
| 3M | -10.7% | +29.8% | -40.5% | -13.5% |
| 6M | -20.6% | +69.2% | -89.8% | -25.7% |
| YTD | -7.1% | +66.4% | -73.5% | -12.9% |
| 1Y | +62.0% | +123.4% | -61.4% | +46.4% |
| 3Y | +169.8% | +33.2% | +136.7% | +154.3% |
| 5Y | +161.5% | -52.0% | +213.4% | +169.2% |
| All | +218.5% | +32.2% | +186.3% | +188.0% |
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