-100.0%
SOXS vs ADI
+670.4%
-770.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.9% | -10.4% | +7.4% |
| 7D | -4.7% | +4.6% | -9.3% | +7.8% |
| 30D | +7.7% | -1.2% | +8.9% | +7.5% |
| 3M | -10.2% | -7.8% | -2.3% | -2.9% |
| 6M | -99.2% | +19.3% | -118.6% | -93.3% |
| YTD | -99.5% | +40.9% | -140.4% | -93.4% |
| 1Y | -99.8% | +54.5% | -154.3% | -95.3% |
| 3Y | -100.0% | +123.4% | -223.4% | -97.2% |
| 5Y | -100.0% | +142.3% | -242.3% | -98.1% |
| All | -100.0% | +670.4% | -770.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 10y: compounded portfolio wealth divided by compounded ADI 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…
10y analysis · Full analysis span regression · 6 months rolling