+55.9%
SOXL vs ARM
+18.4%
+37.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -5.3% | -3.5% | -2.4% |
| 7D | -37.9% | -18.7% | -19.2% | -17.9% |
| 30D | -59.4% | -36.7% | -22.7% | -26.3% |
| 3M | -52.3% | -31.6% | -20.7% | -20.5% |
| 6M | -47.7% | -5.6% | -42.1% | -30.2% |
| YTD | +58.8% | +75.5% | -16.7% | -3.9% |
| 1Y | +55.9% | +19.3% | +36.6% | +137.4% |
| All | +55.9% | +18.4% | +37.5% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 1y: compounded portfolio wealth divided by compounded ARM 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…
1y analysis · Full analysis span regression · 6 months rolling