-100.0%
SOXS vs ADI
+131.6%
-231.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.0% | +9.1% | +5.1% |
| 7D | -9.4% | +1.3% | -10.8% | -5.3% |
| 30D | +6.2% | -6.0% | +12.1% | -8.4% |
| 3M | -28.0% | -7.7% | -20.3% | -20.0% |
| 6M | -99.2% | +14.0% | -113.2% | -93.5% |
| YTD | -99.5% | +34.4% | -133.9% | -93.3% |
| 1Y | -99.7% | +48.0% | -147.7% | -95.2% |
| 3Y | -100.0% | +113.3% | -213.3% | -96.8% |
| 5Y | -100.0% | +131.1% | -231.1% | -97.4% |
| All | -100.0% | +131.6% | -231.6% | -97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling