+59.8%
ILMN vs STLA
+18.3%
+41.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | -9.7% | -4.5% | -5.2% | -8.6% |
| 30D | -20.4% | -3.9% | -16.5% | -19.8% |
| 3M | +10.0% | -20.2% | +30.2% | +16.5% |
| 6M | +49.5% | -42.2% | +91.6% | +73.6% |
| YTD | +62.5% | -59.3% | +121.8% | +107.8% |
| 1Y | +76.0% | -56.1% | +132.0% | +118.5% |
| 3Y | +94.2% | -73.7% | +167.8% | +172.9% |
| 5Y | -46.3% | -70.3% | +24.0% | -29.8% |
| All | +59.8% | +18.3% | +41.5% | +36.7% |
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