-53.1%
ILMN vs SPXS
-85.9%
+32.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -2.6% |
| 7D | +1.9% | -1.5% | +3.4% | +1.3% |
| 30D | +12.3% | +3.7% | +8.6% | +14.3% |
| 3M | +33.5% | -9.6% | +43.1% | +29.1% |
| 6M | +69.4% | -32.4% | +101.8% | +46.7% |
| YTD | +60.9% | -28.7% | +89.6% | +42.7% |
| 1Y | +115.0% | -38.1% | +153.1% | +81.4% |
| 3Y | +37.0% | -80.1% | +117.1% | -20.3% |
| 5Y | -53.1% | -85.9% | +32.8% | -70.9% |
| All | -53.1% | -85.9% | +32.8% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling