+93.9%
ILMN vs SOXQ
+45.5%
+48.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.1% | -1.8% | -4.2% |
| 7D | -21.6% | -12.1% | -9.5% | -19.0% |
| 30D | -22.9% | -22.0% | -0.8% | -19.2% |
| 3M | +11.6% | -15.6% | +27.2% | +15.6% |
| 6M | +62.5% | -2.4% | +64.9% | +61.7% |
| YTD | +72.7% | +45.4% | +27.4% | +58.4% |
| 1Y | +93.9% | +47.7% | +46.2% | +76.7% |
| All | +93.9% | +45.5% | +48.4% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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