+70.5%
ILMN vs STT
+211.9%
-141.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +2.3% |
| 7D | -2.6% | +0.9% | -3.5% | -2.8% |
| 30D | -20.6% | -2.3% | -18.3% | -19.7% |
| 3M | +17.5% | -7.0% | +24.4% | +20.8% |
| 6M | +55.6% | +15.5% | +40.1% | +46.6% |
| YTD | +68.3% | +35.6% | +32.7% | +48.2% |
| 1Y | +81.1% | +47.9% | +33.3% | +54.2% |
| 3Y | +112.2% | +181.1% | -68.9% | +40.5% |
| 5Y | -42.6% | +108.2% | -150.8% | -59.1% |
| 10Y | +70.5% | +201.0% | -130.5% | +6.9% |
| All | +70.5% | +211.9% | -141.4% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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