+449.8%
SOXL vs ADM
+21.5%
+428.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.4% | -8.4% | -8.2% |
| 7D | +8.5% | +3.0% | +5.5% | +7.5% |
| 30D | -13.0% | +8.7% | -21.7% | -15.4% |
| 3M | -35.9% | +7.6% | -43.5% | -37.5% |
| 6M | +112.1% | +26.9% | +85.2% | +96.2% |
| YTD | +175.4% | +54.3% | +121.1% | +139.0% |
| 1Y | +304.9% | +45.7% | +259.2% | +255.5% |
| All | +449.8% | +21.5% | +428.4% | +404.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling