+27.8%
ILMN vs SPXS
-99.5%
+127.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -2.3% |
| 7D | -3.9% | +1.2% | -5.1% | -3.3% |
| 30D | +6.9% | +5.2% | +1.7% | +9.2% |
| 3M | +28.1% | -9.2% | +37.3% | +24.5% |
| 6M | +65.0% | -29.6% | +94.5% | +47.2% |
| YTD | +56.3% | -27.6% | +83.9% | +41.1% |
| 1Y | +108.7% | -36.7% | +145.4% | +80.8% |
| 3Y | +33.1% | -79.8% | +112.9% | -16.2% |
| 5Y | -54.1% | -85.9% | +31.8% | -69.3% |
| 10Y | +27.8% | -99.5% | +127.4% | -68.5% |
| All | +27.8% | -99.5% | +127.4% | -68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling