+58.3%
SOXX vs ADP
+20.0%
+38.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | -0.2% |
| 7D | +6.1% | -5.7% | +11.8% | +0.7% |
| 30D | +0.5% | -3.1% | +3.6% | -2.0% |
| 3M | -5.3% | +15.6% | -20.9% | +10.6% |
| 6M | +58.3% | +20.8% | +37.5% | +84.8% |
| All | +58.3% | +20.0% | +38.4% | +84.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling