+164.0%
SOXL vs ARM
+223.5%
-59.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.3% | +2.4% |
| 7D | -23.3% | -10.4% | -13.0% | -8.3% |
| 30D | -59.9% | -31.8% | -28.0% | -33.8% |
| 3M | -56.8% | -32.2% | -24.6% | -27.2% |
| 6M | -68.3% | -14.9% | -53.4% | -52.4% |
| YTD | +33.5% | +66.0% | -32.6% | +9.4% |
| 1Y | +24.8% | +17.2% | +7.6% | +42.6% |
| 3Y | +177.0% | +247.2% | -70.2% | +88.9% |
| All | +164.0% | +223.5% | -59.5% | +107.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling