+156.1%
SOXL vs ADP
+45.3%
+110.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.8% | -8.8% | -8.9% |
| 7D | +8.5% | -5.7% | +14.2% | +14.6% |
| 30D | -13.0% | -1.4% | -11.6% | -13.2% |
| 3M | -35.9% | +16.6% | -52.5% | -55.0% |
| 6M | +112.1% | +24.9% | +87.1% | +21.0% |
| YTD | +175.4% | +5.6% | +169.8% | +108.3% |
| 1Y | +304.9% | -6.0% | +310.9% | +272.2% |
| 3Y | +448.6% | +14.5% | +434.1% | +220.3% |
| 5Y | +156.1% | +47.9% | +108.2% | -4.8% |
| All | +156.1% | +45.3% | +110.8% | -4.8% |
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