+37.0%
ILMN vs SPXL
+231.8%
-194.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.7% |
| 7D | +1.9% | +1.5% | +0.4% | +1.4% |
| 30D | +12.3% | -3.7% | +16.0% | +13.9% |
| 3M | +33.5% | +8.1% | +25.4% | +29.0% |
| 6M | +69.4% | +39.0% | +30.3% | +47.8% |
| YTD | +60.9% | +29.9% | +31.0% | +43.0% |
| 1Y | +115.0% | +46.6% | +68.4% | +81.3% |
| 3Y | +37.0% | +230.5% | -193.5% | -24.2% |
| All | +37.0% | +231.8% | -194.7% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling