-100.0%
SOXS vs ILMN
+56.2%
-156.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | -0.8% |
| 7D | -43.7% | +0.7% | -44.5% | -42.6% |
| 30D | +22.2% | -22.7% | +44.9% | +4.8% |
| 3M | +13.0% | +8.6% | +4.4% | +40.3% |
| 6M | -47.7% | +43.8% | -91.5% | -8.4% |
| YTD | -92.5% | +59.8% | -152.2% | -85.0% |
| 1Y | -93.1% | +71.8% | -164.9% | -84.9% |
| 3Y | -99.7% | +119.0% | -218.7% | -98.8% |
| 5Y | -99.9% | -43.8% | -56.1% | -99.9% |
| All | -100.0% | +56.2% | -156.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling