+654.3%
ILMN vs SPXL
+6,954.2%
-6,299.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.5% | -2.2% |
| 7D | -9.8% | -2.9% | -6.9% | -9.0% |
| 30D | -22.7% | -12.4% | -10.4% | -18.7% |
| 3M | +12.1% | -11.8% | +23.8% | +17.5% |
| 6M | +51.5% | -1.4% | +52.9% | +51.3% |
| YTD | +63.9% | +19.0% | +44.9% | +51.1% |
| 1Y | +76.6% | +18.0% | +58.6% | +63.1% |
| 3Y | +124.6% | +220.0% | -95.4% | +37.6% |
| 5Y | -42.7% | +102.6% | -145.3% | -61.0% |
| 10Y | +59.7% | +1,087.3% | -1,027.6% | -51.1% |
| All | +654.3% | +6,954.2% | -6,299.9% | +1.0% |
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