+2,067.3%
SRE vs ILMN
+1,401.8%
+665.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.5% |
| 7D | -0.3% | +1.2% | -1.5% | -0.4% |
| 30D | -0.7% | +9.2% | -9.9% | -1.5% |
| 3M | -6.3% | +29.8% | -36.2% | -8.4% |
| 6M | -10.7% | +69.2% | -79.9% | -14.6% |
| YTD | -3.5% | +66.4% | -69.8% | -7.8% |
| 1Y | +5.3% | +123.4% | -118.1% | -2.1% |
| 3Y | +31.8% | +33.2% | -1.4% | +26.0% |
| 5Y | +47.4% | -52.0% | +99.3% | +50.0% |
| 10Y | +120.6% | +33.6% | +86.9% | +104.8% |
| All | +2,067.3% | +1,401.8% | +665.5% | +1,499.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling