+665.9%
ILMN vs SPXL
+7,736.1%
-7,070.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.1% |
| 7D | +1.2% | +0.1% | +1.2% | +1.2% |
| 30D | +9.2% | -0.9% | +10.1% | +9.5% |
| 3M | +29.8% | +2.0% | +27.8% | +28.1% |
| 6M | +69.2% | +33.5% | +35.7% | +50.5% |
| YTD | +66.4% | +32.2% | +34.2% | +47.4% |
| 1Y | +123.4% | +48.9% | +74.5% | +88.9% |
| 3Y | +33.2% | +222.9% | -189.7% | -19.1% |
| 5Y | -52.0% | +140.7% | -192.7% | -69.4% |
| 10Y | +33.6% | +1,192.7% | -1,159.0% | -60.4% |
| All | +665.9% | +7,736.1% | -7,070.2% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling