+1,643.5%
SMCI vs ILMN
+25.5%
+1,618.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.4% |
| 7D | -1.3% | -9.2% | +7.9% | +1.6% |
| 30D | +18.3% | +4.4% | +13.9% | +16.4% |
| 3M | +27.7% | +23.9% | +3.8% | +18.7% |
| 6M | +17.6% | +64.5% | -46.9% | +0.3% |
| YTD | +27.7% | +53.5% | -25.7% | +9.9% |
| 1Y | -14.9% | +110.8% | -125.6% | -34.6% |
| 3Y | +33.2% | +30.7% | +2.5% | +14.9% |
| 5Y | +921.6% | -54.8% | +976.4% | +1,055.7% |
| All | +1,643.5% | +25.5% | +1,618.0% | +1,290.8% |
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