+123.4%
ILMN vs SPXL
+52.0%
+71.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.2% |
| 7D | +1.2% | +0.1% | +1.2% | +1.2% |
| 30D | +9.2% | -0.9% | +10.1% | +9.4% |
| 3M | +29.8% | +2.0% | +27.8% | +28.7% |
| 6M | +69.2% | +33.5% | +35.7% | +54.8% |
| YTD | +66.4% | +32.2% | +34.2% | +51.9% |
| 1Y | +123.4% | +48.9% | +74.5% | +73.2% |
| All | +123.4% | +52.0% | +71.4% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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