+211.0%
SOXL vs ARM
+265.3%
-54.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +6.7% | +15.6% | +15.3% |
| 7D | -17.6% | -5.3% | -12.2% | -6.6% |
| 30D | -59.8% | -30.0% | -29.8% | -35.3% |
| 3M | -59.9% | -34.1% | -25.8% | -30.4% |
| 6M | -68.2% | -12.6% | -55.6% | -53.5% |
| YTD | +33.8% | +70.4% | -36.6% | +6.8% |
| 1Y | +34.7% | +22.3% | +12.5% | +48.0% |
| 3Y | +211.0% | +261.2% | -50.1% | +144.8% |
| All | +211.0% | +265.3% | -54.2% | +144.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling