+182.7%
SOXL vs ILMN
-52.9%
+235.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.3% | +8.4% | +8.1% |
| 7D | +16.4% | +1.9% | +14.5% | +13.7% |
| 30D | -12.1% | +12.3% | -24.4% | -22.3% |
| 3M | -41.7% | +33.5% | -75.2% | -56.6% |
| 6M | +157.4% | +69.4% | +88.0% | +53.8% |
| YTD | +193.3% | +60.9% | +132.4% | +77.6% |
| 1Y | +355.3% | +115.0% | +240.4% | +96.3% |
| 3Y | +484.2% | +37.0% | +447.1% | +285.9% |
| 5Y | +182.7% | -53.1% | +235.8% | +768.2% |
| All | +182.7% | -52.9% | +235.6% | +768.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling