+37.0%
ILMN vs SITM
+409.8%
-372.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.1% | -3.0% |
| 7D | +1.9% | +8.4% | -6.5% | +0.8% |
| 30D | +12.3% | -17.4% | +29.7% | +14.7% |
| 3M | +33.5% | -9.8% | +43.4% | +32.9% |
| 6M | +69.4% | +83.0% | -13.6% | +47.3% |
| YTD | +60.9% | +69.6% | -8.7% | +40.0% |
| 1Y | +115.0% | +144.9% | -29.9% | +72.9% |
| 3Y | +37.0% | +429.9% | -392.8% | -13.1% |
| All | +37.0% | +409.8% | -372.8% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling