+93.9%
ILMN vs SPXL
+29.9%
+64.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.8% | -9.7% | -6.5% |
| 7D | -21.6% | -2.5% | -19.1% | -20.7% |
| 30D | -22.9% | -4.3% | -18.5% | -21.6% |
| 3M | +11.6% | -4.2% | +15.8% | +13.2% |
| 6M | +62.5% | +15.0% | +47.5% | +57.3% |
| YTD | +72.7% | +28.4% | +44.3% | +61.1% |
| 1Y | +93.9% | +30.3% | +63.5% | +79.6% |
| All | +93.9% | +29.9% | +64.0% | +79.6% |
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