+460.5%
SPMO vs ILMN
+54.3%
+406.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | +6.3% | -2.9% | +9.2% | +7.0% |
| 30D | -8.9% | -23.8% | +15.0% | -3.8% |
| 3M | -13.2% | +7.5% | -20.7% | -15.5% |
| 6M | -9.3% | +42.8% | -52.0% | -17.2% |
| YTD | +11.6% | +57.8% | -46.3% | -1.3% |
| 1Y | +13.4% | +72.6% | -59.2% | -1.7% |
| 3Y | +122.9% | +129.3% | -6.5% | +71.2% |
| 5Y | +113.9% | -44.5% | +158.4% | +129.0% |
| All | +460.5% | +54.3% | +406.2% | +400.5% |
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