-4.8%
SOXL vs ADP
+49.5%
-54.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.7% | -11.7% | -11.5% |
| 7D | +26.9% | +2.2% | +24.7% | +24.6% |
| 30D | -47.2% | +10.6% | -57.8% | -53.8% |
| 3M | -59.9% | +12.9% | -72.8% | -66.6% |
| 6M | -68.3% | +50.6% | -119.0% | -85.2% |
| YTD | +38.8% | +23.2% | +15.7% | -14.1% |
| 1Y | +48.8% | +25.3% | +23.5% | -12.7% |
| 3Y | +196.5% | +47.1% | +149.4% | +11.8% |
| All | -4.8% | +49.5% | -54.3% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling