+106.9%
SLV vs ILMN
-46.1%
+153.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.4% |
| 7D | +5.1% | -9.7% | +14.8% | +6.3% |
| 30D | -12.9% | -20.4% | +7.5% | -10.5% |
| 3M | -16.1% | +10.0% | -26.1% | -17.4% |
| 6M | -33.2% | +49.5% | -82.6% | -36.7% |
| YTD | -27.2% | +62.5% | -89.7% | -31.9% |
| 1Y | +7.6% | +76.0% | -68.4% | -0.1% |
| 3Y | +122.3% | +94.2% | +28.2% | +101.0% |
| All | +106.9% | -46.1% | +153.1% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling