-25.9%
STRL vs ILMN
+92.1%
-118.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -4.9% | -16.6% | -19.9% |
| 7D | -27.1% | -21.6% | -5.5% | -22.1% |
| 30D | -45.8% | -22.9% | -22.9% | -42.1% |
| 3M | -47.6% | +11.6% | -59.2% | -48.8% |
| 6M | -46.4% | +62.5% | -109.0% | -52.5% |
| YTD | -7.4% | +72.7% | -80.1% | -24.5% |
| 1Y | -25.9% | +93.9% | -119.7% | -49.4% |
| All | -25.9% | +92.1% | -118.0% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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