+937.9%
STRL vs ILMN
-44.7%
+982.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.8% | -2.8% |
| 7D | +15.7% | -2.9% | +18.5% | +16.6% |
| 30D | -35.5% | -23.8% | -11.6% | -31.1% |
| 3M | -47.1% | +7.5% | -54.6% | -47.9% |
| 6M | -65.8% | +42.8% | -108.5% | -68.3% |
| YTD | -4.5% | +57.8% | -62.3% | -14.0% |
| 1Y | -10.5% | +72.6% | -83.1% | -20.9% |
| 3Y | +340.6% | +129.3% | +211.3% | +253.4% |
| All | +937.9% | -44.7% | +982.6% | +1,020.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling