+6.7%
SOXL vs ILMN
-44.2%
+50.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | +0.7% |
| 7D | +60.3% | +0.7% | +59.6% | +60.1% |
| 30D | -48.6% | -22.7% | -25.9% | -29.5% |
| 3M | -53.9% | +8.6% | -62.5% | -55.1% |
| 6M | -62.0% | +43.8% | -105.8% | -71.7% |
| YTD | +56.0% | +59.8% | -3.8% | +1.5% |
| 1Y | +50.0% | +71.8% | -21.8% | -8.6% |
| 3Y | +223.8% | +119.0% | +104.8% | +40.2% |
| 5Y | +6.7% | -43.8% | +50.5% | +147.5% |
| All | +6.7% | -44.2% | +50.9% | +147.5% |
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