+9,612.4%
SOXL vs ADM
+279.0%
+9,333.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +2.7% | -13.7% | -14.3% |
| 7D | +26.9% | +4.2% | +22.7% | +20.4% |
| 30D | -47.2% | -12.8% | -34.4% | -38.8% |
| 3M | -59.9% | -8.5% | -51.4% | -57.4% |
| 6M | -68.3% | -10.9% | -57.4% | -65.6% |
| YTD | +38.8% | +29.4% | +9.4% | -9.6% |
| 1Y | +48.8% | +27.5% | +21.3% | -2.8% |
| 3Y | +196.5% | +10.3% | +186.2% | +89.8% |
| 5Y | -5.0% | +27.4% | -32.4% | -53.3% |
| 10Y | +1,914.5% | +134.6% | +1,780.0% | +376.9% |
| All | +9,612.4% | +279.0% | +9,333.4% | +738.8% |
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 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