+16.4%
SOFI vs ILMN
-52.9%
+69.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | +0.6% |
| 7D | +5.6% | +1.9% | +3.7% | +4.6% |
| 30D | -2.0% | +12.3% | -14.3% | -7.9% |
| 3M | +9.2% | +33.5% | -24.4% | -7.0% |
| 6M | -4.7% | +69.4% | -74.1% | -28.7% |
| YTD | -31.2% | +60.9% | -92.1% | -48.1% |
| 1Y | -30.6% | +115.0% | -145.6% | -57.2% |
| 3Y | +110.6% | +37.0% | +73.6% | +62.8% |
| 5Y | +16.4% | -53.1% | +69.6% | +87.7% |
| All | +16.4% | -52.9% | +69.3% | +87.7% |
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