+357.4%
SOXL vs ILMN
+127.6%
+229.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.6% | +11.4% | +10.5% |
| 7D | +5.3% | +1.2% | +4.1% | +4.7% |
| 30D | -11.2% | +9.2% | -20.4% | -14.6% |
| 3M | -55.4% | +29.8% | -85.2% | -59.7% |
| 6M | +107.1% | +69.2% | +37.9% | +70.0% |
| YTD | +179.0% | +66.4% | +112.7% | +129.3% |
| 1Y | +357.4% | +123.4% | +234.0% | +244.3% |
| All | +357.4% | +127.6% | +229.7% | +244.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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