-99.7%
SOXS vs ILMN
+105.2%
-205.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.8% | +9.9% | +7.3% |
| 7D | -9.4% | -9.2% | -0.2% | -13.3% |
| 30D | +6.2% | +4.4% | +1.8% | +8.4% |
| 3M | -28.0% | +23.9% | -51.9% | -19.6% |
| 6M | -99.2% | +64.5% | -163.7% | -98.9% |
| YTD | -99.5% | +53.5% | -152.9% | -99.3% |
| 1Y | -99.7% | +110.8% | -210.5% | -99.6% |
| All | -99.7% | +105.2% | -205.0% | -99.6% |
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 2025-09-10 to 2026-09-10: 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling