-31.6%
ILMN vs SITM
+3,519.6%
-3,551.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +0.7% | +32.5% | -31.8% | -4.6% |
| 30D | -22.7% | -18.8% | -3.9% | -20.0% |
| 3M | +8.6% | -30.9% | +39.5% | +14.7% |
| 6M | +43.8% | -44.5% | +88.3% | +54.5% |
| YTD | +59.8% | +33.2% | +26.5% | +40.6% |
| 1Y | +71.8% | +53.8% | +17.9% | +46.2% |
| 3Y | +119.0% | +335.7% | -216.7% | +37.0% |
| 5Y | -43.8% | +84.6% | -128.5% | -62.1% |
| All | -31.6% | +3,519.6% | -3,551.2% | -72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling