+55.9%
SOXL vs ADM
+29.8%
+26.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.3% | -9.1% | -8.7% |
| 7D | -37.9% | -8.3% | -29.6% | -38.8% |
| 30D | -59.4% | -14.1% | -45.3% | -60.2% |
| 3M | -52.3% | -10.7% | -41.6% | -53.1% |
| 6M | -47.7% | -5.9% | -41.8% | -47.2% |
| YTD | +58.8% | +25.8% | +33.0% | +85.5% |
| 1Y | +55.9% | +21.3% | +34.6% | +77.7% |
| All | +55.9% | +29.8% | +26.0% | +77.7% |
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