+9,612.4%
SOXL vs ILMN
+439.8%
+9,172.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -1.2% | -9.8% | -9.9% |
| 7D | +26.9% | -2.9% | +29.7% | +30.7% |
| 30D | -47.2% | -23.8% | -23.4% | -27.9% |
| 3M | -59.9% | +7.5% | -67.3% | -60.5% |
| 6M | -68.3% | +42.8% | -111.1% | -75.8% |
| YTD | +38.8% | +57.8% | -19.0% | -5.8% |
| 1Y | +48.8% | +72.6% | -23.8% | -6.4% |
| 3Y | +196.5% | +129.3% | +67.2% | +40.5% |
| 5Y | -5.0% | -44.5% | +39.5% | +63.0% |
| 10Y | +1,914.5% | +54.5% | +1,860.0% | +2,029.6% |
| All | +9,612.4% | +439.8% | +9,172.5% | +4,392.6% |
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