+93.9%
ILMN vs STLA
-53.0%
+146.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.8% | -8.7% | -5.5% |
| 7D | -21.6% | -0.6% | -20.9% | -21.5% |
| 30D | -22.9% | +3.6% | -26.4% | -23.5% |
| 3M | +11.6% | -20.6% | +32.2% | +16.3% |
| 6M | +62.5% | -34.3% | +96.9% | +75.5% |
| YTD | +72.7% | -57.3% | +130.0% | +103.7% |
| 1Y | +93.9% | -52.6% | +146.5% | +117.9% |
| All | +93.9% | -53.0% | +146.8% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling