-100.0%
SOXS vs ILMN
+469.1%
-569.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.6% | -8.6% | -11.6% |
| 7D | -7.0% | +1.2% | -8.2% | -5.9% |
| 30D | +2.8% | +9.2% | -6.4% | +11.2% |
| 3M | -9.8% | +29.8% | -39.7% | +18.0% |
| 6M | -99.2% | +69.2% | -168.4% | -98.5% |
| YTD | -99.5% | +66.4% | -165.9% | -99.1% |
| 1Y | -99.8% | +123.4% | -223.2% | -99.4% |
| 3Y | -100.0% | +33.2% | -133.1% | -100.0% |
| 5Y | -100.0% | -52.0% | -48.0% | -100.0% |
| 10Y | -100.0% | +33.6% | -133.6% | -100.0% |
| All | -100.0% | +469.1% | -569.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling