+161.4%
SPMO vs ILMN
+41.2%
+120.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.1% | +1.8% |
| 7D | +2.0% | +1.2% | +0.8% | +1.8% |
| 30D | -0.4% | +9.2% | -9.5% | -1.6% |
| 3M | -1.9% | +29.8% | -31.7% | -5.3% |
| 6M | +25.0% | +69.2% | -44.2% | +16.5% |
| YTD | +26.0% | +66.4% | -40.4% | +17.3% |
| 1Y | +28.7% | +123.4% | -94.7% | +14.2% |
| All | +161.4% | +41.2% | +120.2% | +142.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling