-6.6%
ARWR vs SOXQ
+286.7%
-293.3%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -1.0% |
| 7D | -4.0% | +0.8% | -4.8% | -4.6% |
| 30D | -5.0% | -4.6% | -0.5% | -2.6% |
| 3M | +11.3% | -10.2% | +21.5% | +15.6% |
| 6M | +42.6% | +49.7% | -7.1% | +2.9% |
| YTD | +24.8% | +67.2% | -42.5% | -17.2% |
| 1Y | +178.8% | +98.0% | +80.8% | +64.8% |
| 3Y | +183.3% | +237.2% | -53.8% | +8.2% |
| 5Y | +29.5% | +261.3% | -231.8% | -53.0% |
| All | -6.6% | +286.7% | -293.3% | -66.0% |
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