+1,932.9%
SRE vs ILMN
+1,366.8%
+566.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.5% | -2.3% |
| 7D | -9.2% | -9.7% | +0.5% | -8.5% |
| 30D | -1.9% | -20.4% | +18.5% | -0.4% |
| 3M | -6.5% | +10.0% | -16.6% | -7.7% |
| 6M | -15.2% | +49.5% | -64.7% | -18.4% |
| YTD | -9.5% | +62.5% | -71.9% | -13.7% |
| 1Y | -13.2% | +76.0% | -89.2% | -17.8% |
| 3Y | +19.5% | +94.2% | -74.7% | +10.5% |
| 5Y | +43.6% | -46.3% | +89.9% | +44.3% |
| 10Y | +109.9% | +62.7% | +47.2% | +92.1% |
| All | +1,932.9% | +1,366.8% | +566.1% | +1,396.4% |
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