+21.3%
ADM vs SOXQ
+45.5%
-24.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.5% | +0.2% |
| 7D | -8.3% | -12.1% | +3.8% | -8.5% |
| 30D | -14.1% | -22.0% | +7.9% | -14.5% |
| 3M | -10.7% | -15.6% | +4.8% | -11.0% |
| 6M | -5.9% | -2.4% | -3.5% | -5.0% |
| YTD | +25.8% | +45.4% | -19.6% | +31.1% |
| 1Y | +21.3% | +47.7% | -26.4% | +28.1% |
| All | +21.3% | +45.5% | -24.2% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 1y: compounded portfolio wealth divided by compounded SOXQ 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…
1y analysis · Full analysis span regression · 6 months rolling