+2,502.1%
SOXX vs ADI
+1,244.1%
+1,258.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -1.9% |
| 7D | +3.0% | +1.3% | +1.7% | +2.0% |
| 30D | -3.1% | -6.0% | +2.8% | +1.8% |
| 3M | -4.4% | -7.7% | +3.3% | +3.2% |
| 6M | +52.9% | +14.0% | +38.9% | +39.5% |
| YTD | +72.0% | +34.4% | +37.6% | +37.2% |
| 1Y | +105.1% | +48.0% | +57.1% | +51.3% |
| 3Y | +220.6% | +113.3% | +107.3% | +75.1% |
| 5Y | +244.8% | +131.1% | +113.7% | +80.0% |
| 10Y | +1,537.1% | +628.7% | +908.4% | +245.8% |
| All | +2,502.1% | +1,244.1% | +1,258.0% | +173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling