+306.8%
SYF vs ILMN
+34.3%
+272.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.0% |
| 7D | -2.1% | -9.7% | +7.6% | 0.0% |
| 30D | +2.5% | -20.4% | +22.9% | +7.3% |
| 3M | -6.3% | +10.0% | -16.3% | -10.2% |
| 6M | -1.5% | +49.5% | -50.9% | -13.1% |
| YTD | -10.5% | +62.5% | -73.0% | -23.6% |
| 1Y | +1.5% | +76.0% | -74.5% | -15.1% |
| 3Y | +163.3% | +94.2% | +69.1% | +105.2% |
| 5Y | +66.8% | -46.3% | +113.1% | +72.1% |
| 10Y | +228.5% | +62.7% | +165.8% | +160.4% |
| All | +306.8% | +34.3% | +272.5% | +228.6% |
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