+49.8%
ADP vs SOXQ
+288.7%
-239.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.6% |
| 7D | -5.5% | +5.3% | -10.8% | -6.1% |
| 30D | -1.2% | -3.7% | +2.5% | -0.9% |
| 3M | +17.9% | -7.8% | +25.7% | +17.8% |
| 6M | +20.3% | +58.4% | -38.1% | +6.5% |
| YTD | +5.8% | +68.1% | -62.3% | -7.9% |
| 1Y | -7.7% | +105.4% | -113.1% | -24.0% |
| 3Y | +14.7% | +239.2% | -224.5% | -23.3% |
| 5Y | +45.8% | +266.9% | -221.1% | -9.1% |
| All | +49.8% | +288.7% | -239.0% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling