+78.0%
SPYM vs ILMN
+118.2%
-40.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | +2.6% | -2.9% | +5.4% | +2.9% |
| 30D | -2.0% | -23.8% | +21.8% | +0.9% |
| 3M | -2.8% | +7.5% | -10.2% | -4.4% |
| 6M | +2.2% | +42.8% | -40.6% | -3.5% |
| YTD | +11.5% | +57.8% | -46.3% | +3.4% |
| 1Y | +13.5% | +72.6% | -59.1% | +3.8% |
| 3Y | +78.0% | +129.3% | -51.3% | +53.9% |
| All | +78.0% | +118.2% | -40.2% | +53.9% |
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