+3,786.6%
STRL vs ILMN
+56.2%
+3,730.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.3% |
| 7D | +23.4% | +0.7% | +22.7% | +23.3% |
| 30D | -39.5% | -22.7% | -16.8% | -35.4% |
| 3M | -45.1% | +8.6% | -53.7% | -46.2% |
| 6M | -64.6% | +43.8% | -108.4% | -67.6% |
| YTD | -1.5% | +59.8% | -61.3% | -12.7% |
| 1Y | -20.8% | +71.8% | -92.6% | -30.9% |
| 3Y | +353.1% | +119.0% | +234.1% | +258.4% |
| 5Y | +942.9% | -43.8% | +986.7% | +999.6% |
| All | +3,786.6% | +56.2% | +3,730.4% | +3,291.3% |
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