+9,612.4%
SOXL vs ADP
+1,094.2%
+8,518.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.7% | -11.7% | -12.2% |
| 7D | +26.9% | +2.2% | +24.7% | +21.8% |
| 30D | -47.2% | +10.6% | -57.8% | -60.2% |
| 3M | -59.9% | +12.9% | -72.8% | -72.8% |
| 6M | -68.3% | +50.6% | -119.0% | -91.0% |
| YTD | +38.8% | +23.2% | +15.7% | -47.3% |
| 1Y | +48.8% | +25.3% | +23.5% | -46.6% |
| 3Y | +196.5% | +47.1% | +149.4% | -29.9% |
| 5Y | -5.0% | +50.1% | -55.1% | -73.1% |
| 10Y | +1,914.5% | +323.6% | +1,590.9% | -41.1% |
| All | +9,612.4% | +1,094.2% | +8,518.2% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling