+257.9%
SPOT vs ILMN
+118.2%
+139.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.4% |
| 7D | +1.6% | -2.9% | +4.5% | +1.7% |
| 30D | +16.9% | -23.8% | +40.7% | +17.4% |
| 3M | +23.0% | +7.5% | +15.5% | +20.2% |
| 6M | +42.2% | +42.8% | -0.6% | +35.8% |
| YTD | +5.5% | +57.8% | -52.3% | -0.3% |
| 1Y | -5.1% | +72.6% | -77.7% | -10.7% |
| 3Y | +257.9% | +129.3% | +128.6% | +235.6% |
| All | +257.9% | +118.2% | +139.7% | +235.6% |
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 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