-47.6%
ILMN vs STLD
+268.5%
-316.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -7.6% | -0.6% | -6.1% |
| 7D | -28.3% | -12.5% | -15.8% | -25.6% |
| 30D | -24.0% | -6.8% | -17.1% | -22.3% |
| 3M | +4.1% | -16.4% | +20.4% | +9.0% |
| 6M | +49.6% | -6.1% | +55.7% | +51.0% |
| YTD | +58.6% | +32.0% | +26.6% | +44.1% |
| 1Y | +69.9% | +45.5% | +24.4% | +49.8% |
| 3Y | +82.9% | +106.5% | -23.6% | +40.6% |
| 5Y | -47.6% | +267.2% | -314.8% | -69.2% |
| All | -47.6% | +268.5% | -316.1% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling