+10,813.1%
SOXL vs ILMN
+446.5%
+10,366.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | +0.6% |
| 7D | +60.3% | +0.7% | +59.6% | +60.1% |
| 30D | -48.6% | -22.7% | -25.9% | -30.8% |
| 3M | -53.9% | +8.6% | -62.5% | -55.1% |
| 6M | -62.0% | +43.8% | -105.8% | -71.2% |
| YTD | +56.0% | +59.8% | -3.8% | +4.6% |
| 1Y | +50.0% | +71.8% | -21.8% | -5.2% |
| 3Y | +223.8% | +119.0% | +104.8% | +59.4% |
| 5Y | +6.7% | -43.8% | +50.5% | +81.0% |
| 10Y | +2,163.6% | +56.4% | +2,107.2% | +2,264.7% |
| All | +10,813.1% | +446.5% | +10,366.6% | +4,888.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling