+120.1%
ARMK vs SOXQ
+283.8%
-163.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.2% | -1.9% |
| 7D | -2.4% | +2.3% | -4.8% | -3.1% |
| 30D | 0.0% | -2.3% | +2.3% | +0.6% |
| 3M | +6.7% | -13.8% | +20.4% | +9.6% |
| 6M | +38.8% | +48.6% | -9.8% | +17.6% |
| YTD | +55.2% | +66.0% | -10.8% | +26.0% |
| 1Y | +46.6% | +107.9% | -61.3% | +8.7% |
| 3Y | +112.9% | +224.1% | -111.3% | +24.5% |
| 5Y | +144.0% | +256.6% | -112.6% | +30.6% |
| All | +120.1% | +283.8% | -163.7% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling