+14.8%
SPYM vs ILMN
+92.1%
-77.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.6% | +2.0% |
| 7D | -0.7% | -21.6% | +20.8% | +0.9% |
| 30D | -1.1% | -22.9% | +21.8% | +0.6% |
| 3M | -0.3% | +11.6% | -11.9% | -1.4% |
| 6M | +7.3% | +62.5% | -55.2% | +3.0% |
| YTD | +13.4% | +72.7% | -59.3% | +6.7% |
| 1Y | +14.8% | +93.9% | -79.0% | +5.1% |
| All | +14.8% | +92.1% | -77.3% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling