-33.1%
ILMN vs SITM
+4,437.5%
-4,470.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.6% |
| 7D | -3.9% | +3.7% | -7.6% | -4.5% |
| 30D | +6.9% | -14.5% | +21.4% | +9.4% |
| 3M | +28.1% | -10.6% | +38.7% | +27.5% |
| 6M | +65.0% | +65.5% | -0.6% | +42.8% |
| YTD | +56.3% | +67.0% | -10.7% | +33.1% |
| 1Y | +108.7% | +138.6% | -29.9% | +63.4% |
| 3Y | +33.1% | +421.8% | -388.7% | -18.9% |
| 5Y | -54.1% | +172.4% | -226.5% | -71.1% |
| All | -33.1% | +4,437.5% | -4,470.5% | -74.1% |
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