+27.8%
ILMN vs SPXL
+1,177.5%
-1,149.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.3% |
| 7D | -3.9% | -1.3% | -2.6% | -3.3% |
| 30D | +6.9% | -5.0% | +11.9% | +9.1% |
| 3M | +28.1% | +7.6% | +20.5% | +23.8% |
| 6M | +65.0% | +33.6% | +31.4% | +45.7% |
| YTD | +56.3% | +28.1% | +28.2% | +39.2% |
| 1Y | +108.7% | +43.6% | +65.1% | +77.1% |
| 3Y | +33.1% | +225.8% | -192.8% | -22.2% |
| 5Y | -54.1% | +140.1% | -194.2% | -71.8% |
| 10Y | +27.8% | +1,248.4% | -1,220.6% | -70.1% |
| All | +27.8% | +1,177.5% | -1,149.7% | -70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling