+52.5%
SOXX vs ADP
+20.3%
+32.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.7% | -1.2% |
| 7D | -13.7% | +6.4% | -20.1% | -9.4% |
| 30D | -23.6% | +16.6% | -40.2% | -14.2% |
| 3M | -16.9% | +12.9% | -29.8% | -8.2% |
| 6M | -2.4% | +45.7% | -48.1% | +23.9% |
| YTD | +49.8% | +20.6% | +29.2% | +87.6% |
| 1Y | +52.5% | +20.5% | +32.0% | +88.8% |
| All | +52.5% | +20.3% | +32.2% | +88.8% |
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