-42.7%
ILMN vs SITM
+97.5%
-140.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.1% |
| 7D | -9.8% | -0.1% | -9.7% | -10.0% |
| 30D | -22.7% | -27.4% | +4.7% | -18.4% |
| 3M | +12.1% | -35.6% | +47.6% | +19.9% |
| 6M | +51.5% | -46.6% | +98.1% | +64.0% |
| YTD | +63.9% | +25.8% | +38.0% | +44.3% |
| 1Y | +76.6% | +38.2% | +38.3% | +51.5% |
| 3Y | +124.6% | +311.5% | -186.9% | +34.1% |
| 5Y | -42.7% | +94.6% | -137.3% | -63.8% |
| All | -42.7% | +97.5% | -140.2% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling