+4,671.5%
SOXL vs ILMN
+25.5%
+4,646.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.8% | -6.2% | -6.2% |
| 7D | +8.5% | -9.2% | +17.6% | +18.9% |
| 30D | -13.0% | +4.4% | -17.3% | -18.1% |
| 3M | -35.9% | +23.9% | -59.8% | -50.0% |
| 6M | +112.1% | +64.5% | +47.6% | +23.8% |
| YTD | +175.4% | +53.5% | +122.0% | +66.0% |
| 1Y | +304.9% | +110.8% | +194.1% | +64.0% |
| 3Y | +448.6% | +30.7% | +417.9% | +258.1% |
| 5Y | +156.1% | -54.8% | +210.9% | +477.4% |
| All | +4,671.5% | +25.5% | +4,646.0% | +5,689.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling