-54.3%
ILMN vs SOXQ
+279.9%
-334.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -0.7% |
| 7D | -9.2% | +2.3% | -11.5% | -10.2% |
| 30D | +4.4% | -3.9% | +8.3% | +6.0% |
| 3M | +23.9% | -4.7% | +28.6% | +23.4% |
| 6M | +64.5% | +47.9% | +16.6% | +30.0% |
| YTD | +53.5% | +64.3% | -10.9% | +13.7% |
| 1Y | +110.8% | +95.7% | +15.1% | +41.6% |
| 3Y | +30.7% | +231.5% | -200.9% | -38.9% |
| 5Y | -54.8% | +255.0% | -309.8% | -80.4% |
| All | -54.3% | +279.9% | -334.3% | -80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling