-100.0%
SOXS vs ILMN
+54.3%
-154.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.2% | +12.3% | +9.8% |
| 7D | -28.4% | -2.9% | -25.6% | -29.9% |
| 30D | +19.4% | -23.8% | +43.3% | +1.0% |
| 3M | +28.2% | +7.5% | +20.7% | +57.6% |
| 6M | -37.7% | +42.8% | -80.5% | +8.4% |
| YTD | -91.6% | +57.8% | -149.5% | -83.5% |
| 1Y | -93.1% | +72.6% | -165.7% | -84.7% |
| 3Y | -99.7% | +129.3% | -229.0% | -98.6% |
| 5Y | -99.9% | -44.5% | -55.4% | -99.9% |
| All | -100.0% | +54.3% | -154.3% | -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