+9.9%
SNXX vs ILMN
+36.0%
-26.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.2% | -10.4% | -10.4% |
| 7D | +8.5% | -2.9% | +11.4% | +12.1% |
| 30D | -66.5% | -23.8% | -42.7% | -53.2% |
| 3M | -74.6% | +7.5% | -82.1% | -72.9% |
| 6M | -82.8% | +42.8% | -125.6% | -84.0% |
| All | +9.9% | +36.0% | -26.1% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling