+196.5%
SOXL vs ADM
+11.2%
+185.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +2.7% | -13.7% | -11.7% |
| 7D | +26.9% | +4.2% | +22.7% | +25.5% |
| 30D | -47.2% | -12.8% | -34.4% | -45.4% |
| 3M | -59.9% | -8.5% | -51.4% | -59.3% |
| 6M | -68.3% | -10.9% | -57.4% | -67.5% |
| YTD | +38.8% | +29.4% | +9.4% | +24.9% |
| 1Y | +48.8% | +27.5% | +21.3% | +34.1% |
| 3Y | +196.5% | +10.3% | +186.2% | +163.9% |
| All | +196.5% | +11.2% | +185.3% | +163.9% |
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