+32.3%
ILMN vs STLA
+51.8%
-19.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -2.0% |
| 7D | +1.2% | +2.6% | -1.4% | +0.4% |
| 30D | +9.2% | -1.2% | +10.4% | +9.4% |
| 3M | +29.8% | -24.8% | +54.6% | +40.9% |
| 6M | +69.2% | -25.6% | +94.8% | +82.7% |
| YTD | +66.4% | -48.9% | +115.3% | +100.6% |
| 1Y | +123.4% | -38.8% | +162.2% | +150.9% |
| 3Y | +33.2% | -64.5% | +97.7% | +72.4% |
| 5Y | -52.0% | -62.4% | +10.5% | -40.9% |
| All | +32.3% | +51.8% | -19.5% | +0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling