+7,161.0%
STRL vs ILMN
+33.5%
+7,127.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.3% | +6.1% |
| 7D | +3.4% | +1.2% | +2.2% | +3.1% |
| 30D | -9.2% | +9.2% | -18.4% | -11.2% |
| 3M | -51.0% | +29.8% | -80.9% | -54.1% |
| 6M | +15.8% | +69.2% | -53.4% | +2.4% |
| YTD | +58.9% | +66.4% | -7.5% | +40.0% |
| 1Y | +68.5% | +123.4% | -54.9% | +37.9% |
| 3Y | +485.2% | +33.2% | +452.1% | +420.8% |
| 5Y | +2,005.1% | -52.0% | +2,057.1% | +2,185.6% |
| All | +7,161.0% | +33.5% | +7,127.5% | +6,120.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling