+162.3%
SOXL vs ADI
+140.0%
+22.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.9% | +0.4% | -8.1% |
| 7D | +3.9% | +4.6% | -0.7% | -8.3% |
| 30D | -14.3% | -1.2% | -13.1% | -10.4% |
| 3M | -45.6% | -7.8% | -37.8% | -18.8% |
| 6M | +117.2% | +19.3% | +97.8% | +81.1% |
| YTD | +189.8% | +40.9% | +148.9% | +54.8% |
| 1Y | +317.7% | +54.5% | +263.2% | +81.8% |
| 3Y | +478.6% | +123.4% | +355.2% | +26.9% |
| All | +162.3% | +140.0% | +22.3% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling