+357.4%
SOXL vs ADP
-4.5%
+361.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.1% | +12.0% | +6.0% |
| 7D | +5.3% | -3.4% | +8.8% | -1.1% |
| 30D | -11.2% | +2.8% | -14.0% | -5.3% |
| 3M | -55.4% | +20.9% | -76.3% | -29.7% |
| 6M | +107.1% | +29.9% | +77.3% | +251.0% |
| YTD | +179.0% | +9.6% | +169.4% | +333.3% |
| 1Y | +357.4% | -5.3% | +362.6% | +549.1% |
| All | +357.4% | -4.5% | +361.9% | +549.1% |
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