+59.7%
ILMN vs STLD
+804.7%
-745.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.8% | -6.4% | -3.6% |
| 7D | -9.8% | -4.7% | -5.1% | -8.6% |
| 30D | -22.7% | -0.9% | -21.8% | -22.4% |
| 3M | +12.1% | -11.9% | +23.9% | +15.6% |
| 6M | +51.5% | +0.9% | +50.6% | +50.0% |
| YTD | +63.9% | +40.4% | +23.4% | +47.5% |
| 1Y | +76.6% | +56.6% | +20.0% | +54.3% |
| 3Y | +124.6% | +125.5% | -0.9% | +73.8% |
| 5Y | -42.7% | +292.8% | -335.5% | -63.0% |
| 10Y | +59.7% | +787.1% | -727.4% | -21.6% |
| All | +59.7% | +804.7% | -745.0% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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