+118.5%
SRE vs ILMN
+28.5%
+90.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.1% |
| 7D | +1.4% | +1.9% | -0.5% | +1.2% |
| 30D | +1.9% | +12.3% | -10.4% | +0.3% |
| 3M | -3.3% | +33.5% | -36.8% | -7.0% |
| 6M | -6.4% | +69.4% | -75.8% | -12.9% |
| YTD | -1.8% | +60.9% | -62.7% | -8.4% |
| 1Y | +10.7% | +115.0% | -104.2% | -1.3% |
| 3Y | +31.8% | +37.0% | -5.2% | +22.2% |
| 5Y | +49.2% | -53.1% | +102.3% | +58.9% |
| 10Y | +118.5% | +27.6% | +91.0% | +88.0% |
| All | +118.5% | +28.5% | +90.1% | +88.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling