-91.6%
SOXS vs ADP
+20.3%
-112.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.5% | +6.2% | +3.0% |
| 7D | +46.7% | +6.4% | +40.3% | +30.0% |
| 30D | +97.0% | +16.6% | +80.3% | +49.5% |
| 3M | +39.5% | +12.9% | +26.7% | +13.9% |
| 6M | -54.9% | +45.7% | -100.6% | -71.4% |
| YTD | -90.4% | +20.6% | -111.0% | -93.6% |
| 1Y | -91.6% | +20.5% | -112.1% | -94.2% |
| All | -91.6% | +20.3% | -112.0% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling