+260.6%
SPOT vs ILMN
+88.1%
+172.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.3% | -1.9% |
| 7D | +1.6% | -9.7% | +11.3% | +1.8% |
| 30D | +17.6% | -20.4% | +38.0% | +17.7% |
| 3M | +26.9% | +10.0% | +16.9% | +24.1% |
| 6M | +41.8% | +49.5% | -7.7% | +35.5% |
| YTD | +3.8% | +62.5% | -58.7% | -1.7% |
| 1Y | -2.5% | +76.0% | -78.4% | -8.0% |
| 3Y | +260.6% | +94.2% | +166.4% | +235.0% |
| All | +260.6% | +88.1% | +172.5% | +235.0% |
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