-99.7%
SOXS vs ADP
-7.7%
-92.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.8% | +7.3% | +6.3% |
| 7D | -9.4% | -5.7% | -3.7% | +3.6% |
| 30D | +6.2% | -1.4% | +7.5% | +9.8% |
| 3M | -28.0% | +16.6% | -44.6% | -41.1% |
| 6M | -99.2% | +24.9% | -124.1% | -99.0% |
| YTD | -99.5% | +5.6% | -105.1% | -99.3% |
| 1Y | -99.7% | -6.0% | -93.7% | -99.6% |
| All | -99.7% | -7.7% | -92.0% | -99.6% |
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