+239.2%
STRL vs ILMN
+88.1%
+151.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.9% |
| 7D | -26.9% | -9.7% | -17.2% | -24.7% |
| 30D | -52.7% | -20.4% | -32.3% | -49.9% |
| 3M | -52.8% | +10.0% | -62.9% | -53.6% |
| 6M | -71.5% | +49.5% | -121.0% | -73.7% |
| YTD | -17.4% | +62.5% | -79.9% | -25.7% |
| 1Y | -35.0% | +76.0% | -110.9% | -42.3% |
| 3Y | +239.2% | +94.2% | +145.1% | +190.1% |
| All | +239.2% | +88.1% | +151.2% | +190.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling