+196.5%
SOXL vs ADP
+46.4%
+150.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.7% | -11.7% | -10.6% |
| 7D | +26.9% | +2.2% | +24.7% | +28.9% |
| 30D | -47.2% | +10.6% | -57.8% | -42.6% |
| 3M | -59.9% | +12.9% | -72.8% | -55.4% |
| 6M | -68.3% | +50.6% | -119.0% | -66.4% |
| YTD | +38.8% | +23.2% | +15.7% | +77.9% |
| 1Y | +48.8% | +25.3% | +23.5% | +84.2% |
| 3Y | +196.5% | +47.1% | +149.4% | +231.4% |
| All | +196.5% | +46.4% | +150.1% | +231.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling