+317.7%
SOXL vs ILMN
+115.7%
+202.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.7% | +4.1% |
| 7D | +3.9% | -5.4% | +9.3% | +6.3% |
| 30D | -14.3% | +7.0% | -21.3% | -17.0% |
| 3M | -45.6% | +24.2% | -69.8% | -50.4% |
| 6M | +117.2% | +69.9% | +47.3% | +78.2% |
| YTD | +189.8% | +57.4% | +132.4% | +142.3% |
| 1Y | +317.7% | +107.9% | +209.9% | +219.3% |
| All | +317.7% | +115.7% | +202.0% | +219.3% |
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