-100.0%
SOXS vs ADM
+279.0%
-379.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +2.7% | +8.3% | +14.5% |
| 7D | -28.4% | +4.2% | -32.6% | -24.5% |
| 30D | +19.4% | -12.8% | +32.3% | -1.0% |
| 3M | +28.2% | -8.5% | +36.6% | +11.8% |
| 6M | -37.7% | -10.9% | -26.8% | -47.6% |
| YTD | -91.6% | +29.4% | -121.0% | -88.3% |
| 1Y | -93.1% | +27.5% | -120.6% | -90.6% |
| 3Y | -99.7% | +10.3% | -110.0% | -99.7% |
| 5Y | -99.9% | +27.4% | -127.3% | -99.9% |
| 10Y | -100.0% | +134.6% | -234.6% | -100.0% |
| All | -100.0% | +279.0% | -379.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling