+75.5%
SPYM vs ILMN
+88.1%
-12.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | 0.0% |
| 7D | -2.7% | -9.7% | +7.0% | -1.6% |
| 30D | -5.4% | -20.4% | +15.0% | -3.1% |
| 3M | -4.1% | +10.0% | -14.1% | -5.9% |
| 6M | +0.8% | +49.5% | -48.7% | -5.1% |
| YTD | +8.8% | +62.5% | -53.7% | +0.8% |
| 1Y | +11.0% | +76.0% | -65.0% | +1.7% |
| 3Y | +75.5% | +94.2% | -18.7% | +54.2% |
| All | +75.5% | +88.1% | -12.5% | +54.2% |
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