+451.9%
SOXL vs ARM
+349.4%
+102.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.9% | +6.0% | +6.0% |
| 7D | +5.3% | +5.5% | -0.1% | +0.2% |
| 30D | -11.2% | -8.2% | -3.0% | -2.6% |
| 3M | -55.4% | -35.9% | -19.4% | -22.2% |
| 6M | +107.1% | +103.1% | +4.0% | +20.4% |
| YTD | +179.0% | +130.6% | +48.4% | +45.4% |
| 1Y | +357.4% | +86.1% | +271.3% | +199.8% |
| All | +451.9% | +349.4% | +102.6% | +175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling