+357.4%
SOXL vs ARM
+92.2%
+265.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.9% | +6.0% | +5.3% |
| 7D | +5.3% | +5.5% | -0.1% | -0.8% |
| 30D | -11.2% | -8.2% | -3.0% | -1.2% |
| 3M | -55.4% | -35.9% | -19.4% | -17.5% |
| 6M | +107.1% | +103.1% | +4.0% | +3.3% |
| YTD | +179.0% | +130.6% | +48.4% | +19.1% |
| 1Y | +357.4% | +86.1% | +271.3% | +227.7% |
| All | +357.4% | +92.2% | +265.1% | +227.7% |
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