+883.9%
ILMN vs SPXS
-100.0%
+983.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.7% |
| 3M | +29.8% | -4.7% | +34.6% | +28.8% |
| 6M | +69.2% | -29.6% | +98.8% | +52.0% |
| YTD | +66.4% | -29.8% | +96.2% | +49.3% |
| 1Y | +123.4% | -38.9% | +162.3% | +92.6% |
| 3Y | +33.2% | -79.6% | +112.8% | -13.3% |
| 5Y | -52.0% | -85.9% | +34.0% | -66.9% |
| 10Y | +33.6% | -99.5% | +133.1% | -58.5% |
| All | +883.9% | -100.0% | +983.9% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling