+33.4%
SOFI vs ILMN
-41.0%
+74.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | -6.4% | -6.0% | -0.4% | -3.3% |
| 30D | +6.8% | -23.0% | +29.9% | +20.4% |
| 3M | -9.5% | +10.4% | -19.9% | -16.6% |
| 6M | +0.1% | +49.4% | -49.4% | -22.2% |
| YTD | -37.9% | +62.3% | -100.2% | -54.7% |
| 1Y | -47.4% | +73.7% | -121.1% | -63.1% |
| 3Y | +134.4% | +122.5% | +11.9% | +32.3% |
| 5Y | -29.2% | -43.2% | +14.0% | -12.6% |
| All | +33.4% | -41.0% | +74.3% | +78.4% |
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