+3,988.2%
STRL vs ILMN
+61.7%
+3,926.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.6% | +11.4% | +14.1% |
| 7D | -13.3% | -2.6% | -10.8% | -12.2% |
| 30D | -43.3% | -20.6% | -22.7% | -39.9% |
| 3M | -46.9% | +17.5% | -64.3% | -48.9% |
| 6M | -65.6% | +55.6% | -121.2% | -69.1% |
| YTD | -5.1% | +68.3% | -73.4% | -16.9% |
| 1Y | -23.1% | +81.1% | -104.2% | -33.7% |
| 3Y | +346.8% | +112.2% | +234.7% | +255.4% |
| 5Y | +907.2% | -42.6% | +949.8% | +956.9% |
| 10Y | +3,988.2% | +70.5% | +3,917.7% | +3,433.6% |
| All | +3,988.2% | +61.7% | +3,926.5% | +3,433.6% |
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