+93.9%
ILMN vs SITM
+47.5%
+46.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.4% | +4.5% | -4.3% |
| 7D | -21.6% | -19.5% | -2.0% | -20.6% |
| 30D | -22.9% | -43.2% | +20.3% | -21.5% |
| 3M | +11.6% | -30.8% | +42.4% | +13.0% |
| 6M | +62.5% | -28.6% | +91.1% | +62.8% |
| YTD | +72.7% | +14.2% | +58.5% | +68.2% |
| 1Y | +93.9% | +44.4% | +49.5% | +89.0% |
| All | +93.9% | +47.5% | +46.3% | +89.0% |
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