+526.3%
SPMO vs ILMN
+25.5%
+500.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.5% |
| 7D | +2.7% | -3.9% | +6.6% | +3.5% |
| 30D | +1.1% | +6.9% | -5.8% | -0.6% |
| 3M | +2.0% | +28.1% | -26.1% | -3.6% |
| 6M | +26.5% | +65.0% | -38.4% | +13.0% |
| YTD | +26.5% | +56.3% | -29.8% | +13.6% |
| 1Y | +27.9% | +108.7% | -80.8% | +6.6% |
| 3Y | +160.4% | +33.1% | +127.3% | +131.9% |
| 5Y | +151.5% | -54.1% | +205.6% | +183.4% |
| 10Y | +526.3% | +27.8% | +498.5% | +473.6% |
| All | +526.3% | +25.5% | +500.9% | +473.6% |
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