+241.5%
SOXX vs ADP
+46.7%
+194.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.0% |
| 7D | +3.0% | -5.7% | +8.7% | +5.1% |
| 30D | -3.1% | -1.4% | -1.8% | -2.9% |
| 3M | -4.4% | +16.6% | -21.0% | -12.1% |
| 6M | +52.9% | +24.9% | +27.9% | +33.6% |
| YTD | +72.0% | +5.6% | +66.4% | +66.6% |
| 1Y | +105.1% | -6.0% | +111.1% | +114.1% |
| 3Y | +220.6% | +14.5% | +206.1% | +183.8% |
| All | +241.5% | +46.7% | +194.9% | +135.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling