+59.7%
ILMN vs STT
+198.3%
-138.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | -9.8% | +1.1% | -10.9% | -10.1% |
| 30D | -22.7% | -1.9% | -20.8% | -22.0% |
| 3M | +12.1% | -7.6% | +19.6% | +15.5% |
| 6M | +51.5% | +16.0% | +35.5% | +42.5% |
| YTD | +63.9% | +36.2% | +27.7% | +44.1% |
| 1Y | +76.6% | +46.8% | +29.8% | +50.7% |
| 3Y | +124.6% | +177.8% | -53.2% | +49.5% |
| 5Y | -42.7% | +105.8% | -148.5% | -59.0% |
| 10Y | +59.7% | +197.6% | -137.9% | +0.9% |
| All | +59.7% | +198.3% | -138.6% | +0.9% |
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