+50.9%
ADP vs SOXQ
+286.7%
-235.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.8% |
| 7D | -2.8% | +0.8% | -3.5% | -2.9% |
| 30D | +0.2% | -4.6% | +4.8% | +0.7% |
| 3M | +20.5% | -10.2% | +30.6% | +21.1% |
| 6M | +28.8% | +49.7% | -20.9% | +15.4% |
| YTD | +6.6% | +67.2% | -60.6% | -7.1% |
| 1Y | -6.9% | +98.0% | -104.9% | -22.7% |
| 3Y | +16.1% | +237.2% | -221.0% | -22.3% |
| 5Y | +49.3% | +261.3% | -211.9% | -6.7% |
| All | +50.9% | +286.7% | -235.8% | -6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling