-32.4%
ILMN vs SITM
+3,319.5%
-3,352.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -0.2% |
| 7D | -2.9% | +6.6% | -9.5% | -4.1% |
| 30D | -23.8% | -15.3% | -8.5% | -21.6% |
| 3M | +7.5% | -35.4% | +42.8% | +14.8% |
| 6M | +42.8% | -46.8% | +89.5% | +54.5% |
| YTD | +57.8% | +25.9% | +32.0% | +40.3% |
| 1Y | +72.6% | +54.0% | +18.6% | +46.8% |
| 3Y | +129.3% | +315.6% | -186.2% | +44.6% |
| 5Y | -44.5% | +74.4% | -118.9% | -62.2% |
| All | -32.4% | +3,319.5% | -3,352.0% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling