+1,487.3%
SMH vs ILMN
+64.4%
+1,423.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.1% |
| 7D | -6.7% | -9.8% | +3.1% | -3.3% |
| 30D | -19.8% | -22.7% | +2.9% | -12.9% |
| 3M | -15.1% | +12.1% | -27.1% | -19.2% |
| 6M | -14.6% | +51.5% | -66.1% | -27.0% |
| YTD | +34.3% | +63.9% | -29.6% | +10.4% |
| 1Y | +35.2% | +76.6% | -41.3% | +8.2% |
| 3Y | +211.7% | +124.6% | +87.1% | +112.7% |
| 5Y | +240.5% | -42.7% | +283.2% | +274.5% |
| 10Y | +1,487.3% | +59.7% | +1,427.7% | +1,197.1% |
| All | +1,487.3% | +64.4% | +1,423.0% | +1,197.1% |
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 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