+32.3%
ILMN vs STT
+269.9%
-237.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +1.2% | +0.5% | +0.7% | +1.1% |
| 30D | +9.2% | +3.9% | +5.3% | +7.5% |
| 3M | +29.8% | +20.0% | +9.9% | +20.5% |
| 6M | +69.2% | +55.3% | +13.9% | +41.5% |
| YTD | +66.4% | +53.3% | +13.0% | +39.2% |
| 1Y | +123.4% | +74.7% | +48.7% | +77.2% |
| 3Y | +33.2% | +205.8% | -172.7% | -15.4% |
| 5Y | -52.0% | +145.0% | -197.0% | -68.0% |
| All | +32.3% | +269.9% | -237.6% | -33.5% |
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