+49.3%
SOFI vs ILMN
-39.5%
+88.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.8% |
| 7D | +0.9% | +1.2% | -0.3% | +0.3% |
| 30D | -0.2% | +9.2% | -9.3% | -4.8% |
| 3M | +6.2% | +29.8% | -23.6% | -8.1% |
| 6M | -2.6% | +69.2% | -71.8% | -26.9% |
| YTD | -30.4% | +66.4% | -96.8% | -48.4% |
| 1Y | -28.2% | +123.4% | -151.6% | -56.4% |
| 3Y | +107.3% | +33.2% | +74.1% | +63.1% |
| 5Y | +20.2% | -52.0% | +72.1% | +66.1% |
| All | +49.3% | -39.5% | +88.9% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling