+101.6%
SPMO vs ILMN
-45.3%
+146.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.2% |
| 7D | -8.7% | -9.7% | +1.0% | -7.3% |
| 30D | -18.7% | -20.4% | +1.7% | -16.0% |
| 3M | -16.4% | +10.0% | -26.4% | -18.1% |
| 6M | -11.9% | +49.5% | -61.3% | -17.6% |
| YTD | +4.9% | +62.5% | -57.6% | -3.7% |
| 1Y | +6.2% | +76.0% | -69.8% | -3.8% |
| 3Y | +115.1% | +94.2% | +20.9% | +84.6% |
| All | +101.6% | -45.3% | +146.9% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling