+239.3%
SLV vs ILMN
+1,291.1%
-1,051.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.4% |
| 7D | +5.1% | -9.7% | +14.8% | +6.1% |
| 30D | -12.9% | -20.4% | +7.5% | -11.0% |
| 3M | -16.1% | +10.0% | -26.1% | -17.2% |
| 6M | -33.2% | +49.5% | -82.6% | -36.2% |
| YTD | -27.2% | +62.5% | -89.7% | -31.3% |
| 1Y | +7.6% | +76.0% | -68.4% | +0.9% |
| 3Y | +122.3% | +94.2% | +28.2% | +102.8% |
| 5Y | +109.7% | -46.3% | +156.0% | +112.0% |
| 10Y | +168.4% | +62.7% | +105.7% | +139.6% |
| All | +239.3% | +1,291.1% | -1,051.8% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling