+55.9%
SOXL vs ADP
+20.3%
+35.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.5% | -11.4% | -3.2% |
| 7D | -37.9% | +6.4% | -44.3% | -26.9% |
| 30D | -59.4% | +16.6% | -76.0% | -40.2% |
| 3M | -52.3% | +12.9% | -65.2% | -32.3% |
| 6M | -47.7% | +45.7% | -93.3% | +21.1% |
| YTD | +58.8% | +20.6% | +38.1% | +254.7% |
| 1Y | +55.9% | +20.5% | +35.4% | +237.1% |
| All | +55.9% | +20.3% | +35.6% | +237.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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