+93.9%
ILMN vs SPXS
-30.2%
+124.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.9% | 0.0% | -6.5% |
| 7D | -21.6% | +2.2% | -23.7% | -20.6% |
| 30D | -22.9% | +3.8% | -26.6% | -21.5% |
| 3M | +11.6% | +3.3% | +8.3% | +13.6% |
| 6M | +62.5% | -16.7% | +79.2% | +58.3% |
| YTD | +72.7% | -28.5% | +101.3% | +62.7% |
| 1Y | +93.9% | -30.4% | +124.3% | +81.8% |
| All | +93.9% | -30.2% | +124.0% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling