-91.6%
SOXS vs ILMN
+92.1%
-183.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.9% | +13.7% | +5.1% |
| 7D | +46.7% | -21.6% | +68.2% | +29.0% |
| 30D | +97.0% | -22.9% | +119.8% | +75.0% |
| 3M | +39.5% | +11.6% | +28.0% | +50.8% |
| 6M | -54.9% | +62.5% | -117.5% | -39.2% |
| YTD | -90.4% | +72.7% | -163.1% | -85.5% |
| 1Y | -91.6% | +93.9% | -185.5% | -85.0% |
| All | -91.6% | +92.1% | -183.8% | -85.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling