+1,876.8%
SMH vs ILMN
+25.5%
+1,851.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +1.0% |
| 7D | +4.3% | -3.9% | +8.2% | +5.5% |
| 30D | +0.9% | +6.9% | -6.0% | -1.6% |
| 3M | -2.8% | +28.1% | -30.9% | -11.0% |
| 6M | +45.6% | +65.0% | -19.3% | +22.2% |
| YTD | +59.5% | +56.3% | +3.2% | +34.9% |
| 1Y | +93.4% | +108.7% | -15.3% | +45.8% |
| 3Y | +287.1% | +33.1% | +254.0% | +224.6% |
| 5Y | +338.0% | -54.1% | +392.2% | +420.9% |
| 10Y | +1,876.8% | +27.8% | +1,849.0% | +1,570.1% |
| All | +1,876.8% | +25.5% | +1,851.3% | +1,570.1% |
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