+41.2%
ILMN vs STT
+206.4%
-165.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | +9.2% | +3.9% | +5.3% | +7.0% |
| 3M | +29.8% | +20.0% | +9.9% | +17.9% |
| 6M | +69.2% | +55.3% | +13.9% | +33.0% |
| YTD | +66.4% | +53.3% | +13.0% | +30.7% |
| 1Y | +123.4% | +74.7% | +48.7% | +61.6% |
| All | +41.2% | +206.4% | -165.2% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling