-100.0%
SOXS vs ILMN
+25.5%
-125.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -4.8% |
| 7D | -16.6% | -3.9% | -12.7% | -20.2% |
| 30D | -4.4% | +6.9% | -11.2% | +2.6% |
| 3M | -26.2% | +28.1% | -54.3% | -1.0% |
| 6M | -99.3% | +65.0% | -164.2% | -98.5% |
| YTD | -99.5% | +56.3% | -155.8% | -99.1% |
| 1Y | -99.8% | +108.7% | -208.5% | -99.4% |
| 3Y | -100.0% | +33.1% | -133.1% | -100.0% |
| 5Y | -100.0% | -54.1% | -45.9% | -100.0% |
| 10Y | -100.0% | +27.8% | -127.8% | -100.0% |
| All | -100.0% | +25.5% | -125.5% | -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