-100.0%
SOXS vs ADP
+322.2%
-422.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.7% | +10.4% | +12.1% |
| 7D | -28.4% | +2.2% | -30.6% | -26.2% |
| 30D | +19.4% | +10.6% | +8.9% | +32.4% |
| 3M | +28.2% | +12.9% | +15.2% | +41.4% |
| 6M | -37.7% | +50.6% | -88.3% | -6.4% |
| YTD | -91.6% | +23.2% | -114.8% | -92.3% |
| 1Y | -93.1% | +25.3% | -118.3% | -93.4% |
| 3Y | -99.7% | +47.1% | -146.8% | -99.5% |
| 5Y | -99.9% | +50.1% | -150.0% | -99.8% |
| All | -100.0% | +322.2% | -422.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling