+485.0%
SPMO vs ILMN
+53.2%
+431.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.6% | +0.8% | +3.7% |
| 7D | -1.9% | -2.6% | +0.6% | -1.4% |
| 30D | -14.1% | -20.6% | +6.6% | -10.5% |
| 3M | -13.1% | +17.5% | -30.5% | -16.4% |
| 6M | -9.4% | +55.6% | -65.0% | -17.6% |
| YTD | +9.5% | +68.3% | -58.8% | -2.6% |
| 1Y | +10.5% | +81.1% | -70.6% | -3.1% |
| 3Y | +124.4% | +112.2% | +12.2% | +82.6% |
| 5Y | +110.5% | -42.6% | +153.1% | +118.3% |
| 10Y | +450.3% | +70.5% | +379.8% | +409.5% |
| All | +485.0% | +53.2% | +431.8% | +442.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling