+19,418.6%
SOXL vs ADP
+962.9%
+18,455.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.1% | +12.0% | +13.8% |
| 7D | +5.3% | -3.4% | +8.8% | +12.0% |
| 30D | -11.2% | +2.8% | -14.0% | -18.0% |
| 3M | -55.4% | +20.9% | -76.3% | -76.4% |
| 6M | +107.1% | +29.9% | +77.3% | -18.9% |
| YTD | +179.0% | +9.6% | +169.4% | +51.5% |
| 1Y | +357.4% | -5.3% | +362.6% | +223.8% |
| 3Y | +397.5% | +16.5% | +381.0% | +117.9% |
| 5Y | +155.9% | +49.4% | +106.5% | -19.8% |
| 10Y | +4,301.6% | +282.2% | +4,019.4% | +76.7% |
| All | +19,418.6% | +962.9% | +18,455.6% | -54.5% |
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 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