-100.0%
SOXS vs ILMN
+460.4%
-560.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | -2.0% |
| 7D | +3.2% | -9.8% | +13.0% | -2.1% |
| 30D | +61.0% | -22.7% | +83.7% | +42.6% |
| 3M | +24.0% | +12.1% | +11.9% | +53.9% |
| 6M | -35.9% | +51.5% | -87.4% | +7.7% |
| YTD | -90.9% | +63.9% | -154.7% | -83.2% |
| 1Y | -91.5% | +76.6% | -168.0% | -83.0% |
| 3Y | -99.7% | +124.6% | -224.3% | -98.8% |
| 5Y | -99.9% | -42.7% | -57.2% | -99.9% |
| 10Y | -100.0% | +59.7% | -159.7% | -100.0% |
| All | -100.0% | +460.4% | -560.4% | -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