+170.6%
SYF vs ILMN
+54.3%
+116.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | -2.0% | -2.9% | +0.9% | -1.3% |
| 30D | +1.2% | -23.8% | +25.0% | +7.5% |
| 3M | -9.4% | +7.5% | -16.8% | -13.1% |
| 6M | +4.4% | +42.8% | -38.4% | -7.9% |
| YTD | -11.9% | +57.8% | -69.7% | -25.4% |
| 1Y | -0.4% | +72.6% | -73.0% | -17.8% |
| 3Y | +159.6% | +129.3% | +30.2% | +87.7% |
| 5Y | +60.9% | -44.5% | +105.4% | +66.8% |
| All | +170.6% | +54.3% | +116.3% | +114.7% |
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