-100.0%
SOXS vs ADP
+13.6%
-113.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | -16.6% | -5.7% | -10.9% | -14.7% |
| 30D | -4.4% | -3.1% | -1.3% | -3.1% |
| 3M | -26.2% | +15.6% | -41.8% | -27.2% |
| 6M | -99.3% | +20.8% | -120.1% | -99.5% |
| YTD | -99.5% | +4.7% | -104.3% | -99.7% |
| 1Y | -99.8% | -8.3% | -91.5% | -99.9% |
| All | -100.0% | +13.6% | -113.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling