+67.2%
ADM vs SOXQ
+251.3%
-184.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.1% | +0.7% |
| 7D | +3.0% | +2.3% | +0.7% | +2.7% |
| 30D | +8.7% | -3.9% | +12.6% | +9.1% |
| 3M | +7.6% | -4.7% | +12.3% | +7.5% |
| 6M | +26.9% | +47.9% | -21.0% | +19.4% |
| YTD | +54.3% | +64.3% | -10.0% | +42.9% |
| 1Y | +45.7% | +95.7% | -50.1% | +31.0% |
| 3Y | +21.9% | +231.5% | -209.6% | -3.5% |
| 5Y | +67.2% | +255.0% | -187.8% | +23.3% |
| All | +67.2% | +251.3% | -184.2% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling