+73.7%
ILMN vs SPXS
-28.0%
+101.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -2.3% |
| 7D | -6.0% | +1.5% | -7.5% | -4.8% |
| 30D | -23.0% | +6.3% | -29.4% | -20.5% |
| 3M | +10.4% | +4.2% | +6.2% | +13.7% |
| 6M | +49.4% | -7.9% | +57.3% | +50.2% |
| YTD | +62.3% | -27.5% | +89.8% | +54.5% |
| 1Y | +73.7% | -27.0% | +100.7% | +66.4% |
| All | +73.7% | -28.0% | +101.7% | +66.4% |
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