+262.9%
SYF vs ILMN
+32.2%
+230.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.5% |
| 7D | +2.4% | +1.2% | +1.2% | +2.1% |
| 30D | +0.8% | +9.2% | -8.3% | -1.7% |
| 3M | +13.4% | +29.8% | -16.4% | +5.2% |
| 6M | +16.3% | +69.2% | -52.9% | +0.1% |
| YTD | -3.0% | +66.4% | -69.4% | -17.0% |
| 1Y | +5.7% | +123.4% | -117.7% | -17.9% |
| 3Y | +160.1% | +33.2% | +126.9% | +124.7% |
| 5Y | +88.5% | -52.0% | +140.5% | +106.4% |
| All | +262.9% | +32.2% | +230.7% | +189.0% |
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