+199.6%
ARM vs SOXQ
+187.0%
+12.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.5% | -1.2% | -0.2% |
| 7D | +9.1% | +8.2% | +0.9% | -0.9% |
| 30D | -19.9% | -13.2% | -6.8% | -3.6% |
| 3M | -31.6% | -18.5% | -13.1% | -9.1% |
| 6M | -13.9% | -15.4% | +1.6% | +9.4% |
| YTD | +74.3% | +43.6% | +30.7% | +13.7% |
| 1Y | +35.8% | +49.2% | -13.5% | -16.5% |
| 3Y | +268.6% | +190.2% | +78.4% | +0.1% |
| All | +199.6% | +187.0% | +12.6% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 10y: compounded portfolio wealth divided by compounded SOXQ 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…
10y analysis · Full analysis span regression · 6 months rolling