-50.5%
ILMN vs SOXQ
+283.8%
-334.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.4% | -4.9% | -3.0% |
| 7D | +1.2% | +2.3% | -1.1% | +0.2% |
| 30D | +9.2% | -2.3% | +11.4% | +10.0% |
| 3M | +29.8% | -13.8% | +43.6% | +35.0% |
| 6M | +69.2% | +48.6% | +20.6% | +33.4% |
| YTD | +66.4% | +66.0% | +0.4% | +22.8% |
| 1Y | +123.4% | +107.9% | +15.5% | +45.5% |
| 3Y | +33.2% | +224.1% | -191.0% | -36.7% |
| 5Y | -52.0% | +256.6% | -308.6% | -79.2% |
| All | -50.5% | +283.8% | -334.3% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling