-42.6%
ILMN vs SPXL
+97.5%
-140.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.0% | -3.4% | +0.6% |
| 7D | -2.6% | -0.9% | -1.7% | -2.5% |
| 30D | -20.6% | -11.4% | -9.2% | -16.2% |
| 3M | +17.5% | -10.8% | +28.3% | +23.5% |
| 6M | +55.6% | -0.3% | +55.9% | +54.6% |
| YTD | +68.3% | +20.3% | +48.0% | +52.1% |
| 1Y | +81.1% | +24.7% | +56.4% | +60.6% |
| 3Y | +112.2% | +238.6% | -126.4% | +11.7% |
| 5Y | -42.6% | +100.0% | -142.5% | -64.7% |
| All | -42.6% | +97.5% | -140.1% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling