-100.0%
SOXS vs ADM
+339.9%
-439.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.3% | -10.5% | -9.8% |
| 7D | -7.0% | +3.8% | -10.8% | -2.7% |
| 30D | +2.8% | +9.8% | -7.0% | +14.6% |
| 3M | -9.8% | +2.1% | -12.0% | -8.0% |
| 6M | -99.2% | +27.5% | -126.7% | -98.7% |
| YTD | -99.5% | +50.2% | -149.7% | -99.0% |
| 1Y | -99.8% | +40.6% | -140.4% | -99.6% |
| 3Y | -100.0% | +17.2% | -117.2% | -100.0% |
| 5Y | -100.0% | +61.9% | -161.9% | -100.0% |
| 10Y | -100.0% | +159.3% | -259.3% | -100.0% |
| All | -100.0% | +339.9% | -439.9% | -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