+317.7%
SOXL vs ADM
+45.4%
+272.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.5% | +5.2% |
| 7D | +3.9% | +2.5% | +1.4% | +4.0% |
| 30D | -14.3% | +9.5% | -23.8% | -14.0% |
| 3M | -45.6% | +10.6% | -56.2% | -44.9% |
| 6M | +117.2% | +24.0% | +93.2% | +126.2% |
| YTD | +189.8% | +54.0% | +135.9% | +227.1% |
| 1Y | +317.7% | +45.3% | +272.4% | +377.4% |
| All | +317.7% | +45.4% | +272.3% | +377.4% |
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