-20.8%
STRL vs ILMN
+70.7%
-91.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.2% |
| 7D | +23.4% | +0.7% | +22.7% | +23.3% |
| 30D | -39.5% | -22.7% | -16.8% | -34.3% |
| 3M | -45.1% | +8.6% | -53.7% | -45.0% |
| 6M | -64.6% | +43.8% | -108.4% | -66.7% |
| YTD | -1.5% | +59.8% | -61.3% | -15.1% |
| 1Y | -20.8% | +71.8% | -92.6% | -37.2% |
| All | -20.8% | +70.7% | -91.4% | -37.2% |
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