+40.7%
ILMN vs STLD
+135.5%
-94.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.2% |
| 7D | +1.2% | +3.1% | -1.9% | +0.6% |
| 30D | +9.2% | -9.0% | +18.2% | +11.1% |
| 3M | +29.8% | -12.4% | +42.2% | +33.1% |
| 6M | +69.2% | +25.5% | +43.7% | +58.1% |
| YTD | +66.4% | +43.6% | +22.8% | +48.5% |
| 1Y | +123.4% | +87.2% | +36.2% | +82.8% |
| All | +40.7% | +135.5% | -94.8% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling