-24.7%
STRL vs ILMN
+74.7%
-99.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.6% |
| 7D | -19.8% | -9.8% | -10.0% | -16.5% |
| 30D | -43.6% | -22.7% | -20.8% | -39.0% |
| 3M | -45.2% | +12.1% | -57.3% | -45.8% |
| 6M | -65.7% | +51.5% | -117.2% | -68.3% |
| YTD | -5.4% | +63.9% | -69.3% | -19.1% |
| 1Y | -24.7% | +76.6% | -101.2% | -40.4% |
| All | -24.7% | +74.7% | -99.4% | -40.4% |
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