-100.0%
SOXS vs ADM
+67.3%
-167.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.4% | +7.7% | +8.4% |
| 7D | -9.4% | +3.0% | -12.4% | -7.7% |
| 30D | +6.2% | +8.7% | -2.5% | +11.8% |
| 3M | -28.0% | +7.6% | -35.6% | -24.8% |
| 6M | -99.2% | +26.9% | -126.1% | -99.0% |
| YTD | -99.5% | +54.3% | -153.8% | -99.3% |
| 1Y | -99.7% | +45.7% | -145.4% | -99.7% |
| 3Y | -100.0% | +21.9% | -121.9% | -100.0% |
| 5Y | -100.0% | +67.2% | -167.1% | -100.0% |
| All | -100.0% | +67.3% | -167.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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