+4,921.3%
SOXL vs ADP
+283.8%
+4,637.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +4.7% |
| 7D | +3.9% | -3.4% | +7.2% | +8.9% |
| 30D | -14.3% | -0.4% | -13.9% | -15.9% |
| 3M | -45.6% | +19.7% | -65.3% | -67.5% |
| 6M | +117.2% | +27.9% | +89.2% | +1.3% |
| YTD | +189.8% | +5.9% | +183.9% | +85.1% |
| 1Y | +317.7% | -7.5% | +325.2% | +234.1% |
| 3Y | +478.6% | +15.4% | +463.2% | +194.7% |
| 5Y | +169.5% | +48.4% | +121.1% | +5.3% |
| All | +4,921.3% | +283.8% | +4,637.5% | +708.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling