+404.4%
SNXX vs ILMN
+32.2%
+372.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.8% | -6.1% | -6.6% |
| 7D | +16.8% | -9.2% | +26.0% | +24.8% |
| 30D | +65.3% | +4.4% | +60.9% | +55.8% |
| 3M | -34.8% | +23.9% | -58.7% | -43.8% |
| 6M | +255.1% | +64.5% | +190.6% | +170.0% |
| All | +404.4% | +32.2% | +372.2% | +185.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling