+674.9%
ILMN vs SPXL
+7,034.2%
-6,359.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.0% | -3.4% | +1.0% |
| 7D | -2.6% | -0.9% | -1.7% | -2.4% |
| 30D | -20.6% | -11.4% | -9.2% | -16.9% |
| 3M | +17.5% | -10.8% | +28.3% | +22.7% |
| 6M | +55.6% | -0.3% | +55.9% | +54.8% |
| YTD | +68.3% | +20.3% | +48.0% | +54.6% |
| 1Y | +81.1% | +24.7% | +56.4% | +63.8% |
| 3Y | +112.2% | +238.6% | -126.4% | +27.0% |
| 5Y | -42.6% | +100.0% | -142.5% | -60.8% |
| 10Y | +70.5% | +1,108.4% | -1,038.0% | -48.2% |
| All | +674.9% | +7,034.2% | -6,359.3% | +3.3% |
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