+72.6%
ILMN vs STT
+46.7%
+25.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.9% | +4.8% | -7.6% | -4.3% |
| 30D | -23.8% | +3.9% | -27.8% | -24.2% |
| 3M | +7.5% | -8.2% | +15.6% | +9.0% |
| 6M | +42.8% | +15.6% | +27.2% | +36.7% |
| YTD | +57.8% | +37.6% | +20.2% | +39.3% |
| 1Y | +72.6% | +50.1% | +22.5% | +44.4% |
| All | +72.6% | +46.7% | +25.9% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling