-100.0%
SOXS vs ILMN
-52.9%
-47.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.3% | -1.6% | -7.9% |
| 7D | -15.6% | +1.9% | -17.5% | -14.3% |
| 30D | +4.8% | +12.3% | -7.5% | +16.9% |
| 3M | -21.6% | +33.5% | -55.2% | +6.7% |
| 6M | -99.3% | +69.4% | -168.7% | -98.7% |
| YTD | -99.5% | +60.9% | -160.4% | -99.1% |
| 1Y | -99.8% | +115.0% | -214.7% | -99.4% |
| 3Y | -100.0% | +37.0% | -137.0% | -100.0% |
| 5Y | -100.0% | -53.1% | -46.9% | -100.0% |
| All | -100.0% | -52.9% | -47.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling