+449.8%
SOXL vs ADI
+110.8%
+339.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.0% | -7.0% | -5.3% |
| 7D | +8.5% | +1.3% | +7.1% | +5.3% |
| 30D | -13.0% | -6.0% | -7.0% | +3.8% |
| 3M | -35.9% | -7.7% | -28.2% | -3.9% |
| 6M | +112.1% | +14.0% | +98.1% | +109.1% |
| YTD | +175.4% | +34.4% | +141.0% | +82.7% |
| 1Y | +304.9% | +48.0% | +256.9% | +122.2% |
| All | +449.8% | +110.8% | +339.0% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 3y: compounded portfolio wealth divided by compounded ADI 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…
3y analysis · Full analysis span regression · 6 months rolling