+20,415.5%
SOXL vs ADM
+339.3%
+20,076.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.3% |
| 7D | +16.4% | -0.1% | +16.5% | +16.5% |
| 30D | -12.1% | +11.0% | -23.1% | -24.7% |
| 3M | -41.7% | +6.0% | -47.7% | -47.6% |
| 6M | +157.4% | +26.9% | +130.5% | +81.1% |
| YTD | +193.3% | +50.0% | +143.3% | +65.0% |
| 1Y | +355.3% | +39.6% | +315.7% | +167.6% |
| 3Y | +484.2% | +18.5% | +465.6% | +257.4% |
| 5Y | +182.7% | +62.6% | +120.1% | +1.8% |
| 10Y | +4,692.2% | +162.4% | +4,529.8% | +899.4% |
| All | +20,415.5% | +339.3% | +20,076.2% | +1,430.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling