+492.3%
SOXL vs ARM
+371.0%
+121.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.1% |
| 7D | +18.4% | +12.5% | +5.8% | +5.6% |
| 30D | -3.2% | -1.4% | -1.8% | -0.8% |
| 3M | -37.6% | -18.7% | -18.9% | -15.4% |
| 6M | +136.1% | +124.6% | +11.4% | +24.0% |
| YTD | +199.5% | +141.7% | +57.8% | +49.1% |
| 1Y | +363.2% | +87.7% | +275.6% | +200.1% |
| All | +492.3% | +371.0% | +121.3% | +182.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling