-43.8%
ILMN vs STLA
-74.2%
+30.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.1% | +4.5% | +0.3% |
| 7D | +0.7% | -13.1% | +13.8% | +5.2% |
| 30D | -22.7% | -13.3% | -9.5% | -19.6% |
| 3M | +8.6% | -27.9% | +36.5% | +19.0% |
| 6M | +43.8% | -47.8% | +91.7% | +74.2% |
| YTD | +59.8% | -64.6% | +124.3% | +118.0% |
| 1Y | +71.8% | -64.0% | +135.8% | +131.9% |
| 3Y | +119.0% | -76.8% | +195.8% | +232.1% |
| 5Y | -43.8% | -74.2% | +30.3% | -26.5% |
| All | -43.8% | -74.2% | +30.3% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling