+895.4%
ILMN vs SPXS
-100.0%
+995.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.0% | +10.6% | +1.0% |
| 7D | -2.6% | -1.5% | -1.1% | -2.4% |
| 30D | -20.6% | +9.6% | -30.3% | -16.7% |
| 3M | +17.5% | +8.5% | +9.0% | +23.2% |
| 6M | +55.6% | -5.8% | +61.4% | +56.4% |
| YTD | +68.3% | -25.4% | +93.7% | +57.1% |
| 1Y | +81.1% | -28.8% | +109.9% | +66.9% |
| 3Y | +112.2% | -80.9% | +193.0% | +36.0% |
| 5Y | -42.6% | -83.1% | +40.5% | -57.4% |
| 10Y | +70.5% | -99.5% | +170.0% | -45.4% |
| All | +895.4% | -100.0% | +995.4% | +9.1% |
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