+41.1%
SOFI vs ILMN
-44.2%
+85.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.3% |
| 7D | -7.0% | -9.2% | +2.2% | -2.2% |
| 30D | -4.3% | +4.4% | -8.7% | -6.4% |
| 3M | +8.4% | +23.9% | -15.4% | -3.8% |
| 6M | -5.9% | +64.5% | -70.4% | -28.4% |
| YTD | -34.3% | +53.5% | -87.7% | -49.1% |
| 1Y | -32.6% | +110.8% | -143.3% | -57.9% |
| 3Y | +101.3% | +30.7% | +70.6% | +59.5% |
| 5Y | +12.6% | -54.8% | +67.4% | +60.9% |
| All | +41.1% | -44.2% | +85.3% | +100.3% |
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