+135.9%
ILMN vs STLA
-75.4%
+211.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | 0.0% |
| 7D | -6.0% | -11.6% | +5.6% | -2.9% |
| 30D | -23.0% | -6.2% | -16.9% | -22.0% |
| 3M | +10.4% | -24.6% | +35.0% | +18.0% |
| 6M | +49.4% | -44.9% | +94.3% | +73.7% |
| YTD | +62.3% | -62.3% | +124.6% | +109.3% |
| 1Y | +73.7% | -61.8% | +135.5% | +122.1% |
| All | +135.9% | -75.4% | +211.3% | +187.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling