+123.4%
ILMN vs SITM
+174.8%
-51.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.5% | -8.1% | -1.9% |
| 7D | +1.2% | +9.7% | -8.5% | +0.7% |
| 30D | +9.2% | +12.7% | -3.5% | +7.7% |
| 3M | +29.8% | -13.4% | +43.3% | +29.8% |
| 6M | +69.2% | +59.6% | +9.6% | +54.5% |
| YTD | +66.4% | +73.3% | -6.9% | +48.1% |
| 1Y | +123.4% | +165.5% | -42.1% | +72.3% |
| All | +123.4% | +174.8% | -51.4% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling