+3,877.1%
STRL vs ILMN
+59.3%
+3,817.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.9% | +5.2% |
| 7D | +7.1% | -6.0% | +13.1% | +9.1% |
| 30D | -39.4% | -23.0% | -16.3% | -35.2% |
| 3M | -43.0% | +10.4% | -53.4% | -44.3% |
| 6M | -65.0% | +49.4% | -114.4% | -68.2% |
| YTD | -0.8% | +62.3% | -63.1% | -12.4% |
| 1Y | -20.3% | +73.7% | -94.0% | -30.6% |
| 3Y | +356.5% | +122.5% | +234.0% | +259.7% |
| 5Y | +952.8% | -43.2% | +996.0% | +1,006.9% |
| 10Y | +3,877.1% | +59.0% | +3,818.1% | +3,386.4% |
| All | +3,877.1% | +59.3% | +3,817.8% | +3,386.4% |
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 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