+174.6%
SOXL vs ARM
+239.6%
-65.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -4.6% | -6.4% | -6.2% |
| 7D | +26.9% | +9.1% | +17.8% | +17.9% |
| 30D | -47.2% | -19.9% | -27.3% | -25.7% |
| 3M | -59.9% | -31.6% | -28.2% | -32.5% |
| 6M | -68.3% | -13.9% | -54.5% | -52.9% |
| YTD | +38.8% | +74.3% | -35.5% | +9.2% |
| 1Y | +48.8% | +35.8% | +13.0% | +48.8% |
| 3Y | +196.5% | +268.6% | -72.1% | +92.1% |
| All | +174.6% | +239.6% | -65.0% | +106.9% |
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