+20,415.5%
SOXL vs ADI
+1,654.7%
+18,760.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +4.4% |
| 7D | +16.4% | +2.4% | +13.9% | +9.8% |
| 30D | -12.1% | -6.6% | -5.5% | +6.1% |
| 3M | -41.7% | -9.8% | -31.9% | -7.8% |
| 6M | +157.4% | +15.7% | +141.7% | +141.5% |
| YTD | +193.3% | +35.1% | +158.2% | +87.8% |
| 1Y | +355.3% | +47.7% | +307.6% | +144.9% |
| 3Y | +484.2% | +114.5% | +369.7% | +91.1% |
| 5Y | +182.7% | +141.2% | +41.4% | +30.0% |
| 10Y | +4,692.2% | +611.3% | +4,080.9% | +322.0% |
| All | +20,415.5% | +1,654.7% | +18,760.8% | +195.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling