-100.0%
SOXS vs ADI
+1,654.7%
-1,754.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.1% | -4.2% |
| 7D | -15.6% | +2.4% | -18.0% | -9.7% |
| 30D | +4.8% | -6.6% | +11.3% | -9.8% |
| 3M | -21.6% | -9.8% | -11.8% | -17.2% |
| 6M | -99.3% | +15.7% | -115.0% | -95.0% |
| YTD | -99.5% | +35.1% | -134.6% | -94.3% |
| 1Y | -99.8% | +47.7% | -147.5% | -96.3% |
| 3Y | -100.0% | +114.5% | -214.4% | -97.7% |
| 5Y | -100.0% | +141.2% | -241.2% | -98.4% |
| 10Y | -100.0% | +611.3% | -711.3% | -99.9% |
| All | -100.0% | +1,654.7% | -1,754.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling