+357.4%
SOXL vs ADM
+40.7%
+316.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.6% | +9.9% |
| 7D | +5.3% | +3.8% | +1.6% | +5.5% |
| 30D | -11.2% | +9.8% | -21.0% | -10.9% |
| 3M | -55.4% | +2.1% | -57.5% | -54.8% |
| 6M | +107.1% | +27.5% | +79.6% | +117.7% |
| YTD | +179.0% | +50.2% | +128.8% | +215.4% |
| 1Y | +357.4% | +40.6% | +316.8% | +421.5% |
| All | +357.4% | +40.7% | +316.6% | +421.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling