+11.5%
SPMO vs ILMN
+92.1%
-80.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.2% |
| 7D | -8.9% | -21.6% | +12.7% | -6.3% |
| 30D | -13.8% | -22.9% | +9.1% | -11.3% |
| 3M | -12.5% | +11.6% | -24.1% | -13.1% |
| 6M | -1.5% | +62.5% | -64.0% | -5.2% |
| YTD | +11.3% | +72.7% | -61.4% | +4.9% |
| 1Y | +11.5% | +93.9% | -82.4% | +2.3% |
| All | +11.5% | +92.1% | -80.7% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling