+945.5%
SMCI vs ILMN
+54.3%
+891.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -6.6% | -2.9% | -3.7% | -5.7% |
| 30D | -24.9% | -23.8% | -1.1% | -18.3% |
| 3M | -31.4% | +7.5% | -38.8% | -33.5% |
| 6M | -16.0% | +42.8% | -58.8% | -26.1% |
| YTD | -8.2% | +57.8% | -66.0% | -22.5% |
| 1Y | -23.4% | +72.6% | -96.0% | -37.2% |
| 3Y | +5.0% | +129.3% | -124.3% | -24.4% |
| 5Y | +515.0% | -44.5% | +559.5% | +552.8% |
| All | +945.5% | +54.3% | +891.2% | +718.4% |
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