+69.2%
ILMN vs SPXS
-30.7%
+99.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.1% |
| 7D | +1.2% | -0.1% | +1.3% | +1.3% |
| 30D | +9.2% | +0.8% | +8.4% | +9.6% |
| 3M | +29.8% | -4.7% | +34.6% | +29.4% |
| 6M | +69.2% | -29.6% | +98.8% | +53.2% |
| All | +69.2% | -30.7% | +99.9% | +53.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling