-30.5%
ILMN vs SITM
+3,535.1%
-3,565.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.3% | -7.2% | -2.1% |
| 7D | -6.0% | +17.2% | -23.2% | -8.9% |
| 30D | -23.0% | -17.1% | -5.9% | -20.6% |
| 3M | +10.4% | -29.2% | +39.6% | +16.0% |
| 6M | +49.4% | -47.6% | +97.0% | +62.1% |
| YTD | +62.3% | +33.8% | +28.5% | +42.8% |
| 1Y | +73.7% | +54.1% | +19.6% | +47.8% |
| 3Y | +122.5% | +337.6% | -215.0% | +39.1% |
| 5Y | -43.2% | +89.7% | -132.9% | -61.9% |
| All | -30.5% | +3,535.1% | -3,565.6% | -72.2% |
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