+226.8%
SOXX vs ADI
+121.1%
+105.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | -2.4% |
| 7D | +1.4% | +4.6% | -3.2% | -2.6% |
| 30D | -3.6% | -1.2% | -2.4% | -2.6% |
| 3M | -10.2% | -7.8% | -2.3% | -2.8% |
| 6M | +54.2% | +19.3% | +34.9% | +34.7% |
| YTD | +75.2% | +40.9% | +34.3% | +32.7% |
| 1Y | +107.5% | +54.5% | +53.0% | +45.2% |
| 3Y | +226.8% | +123.4% | +103.3% | +62.9% |
| All | +226.8% | +121.1% | +105.7% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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