+2,575.4%
SOXX vs ADP
+999.0%
+1,576.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.4% |
| 7D | +6.1% | -5.7% | +11.8% | +10.1% |
| 30D | +0.5% | -3.1% | +3.6% | +2.1% |
| 3M | -5.3% | +15.6% | -20.9% | -17.3% |
| 6M | +58.3% | +20.8% | +37.5% | +31.1% |
| YTD | +76.8% | +4.7% | +72.1% | +60.9% |
| 1Y | +114.6% | -8.3% | +122.9% | +113.4% |
| 3Y | +229.6% | +13.6% | +216.1% | +174.8% |
| 5Y | +257.3% | +45.0% | +212.3% | +147.7% |
| 10Y | +1,583.2% | +279.0% | +1,304.3% | +436.7% |
| All | +2,575.4% | +999.0% | +1,576.3% | +267.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling