+4,921.3%
SOXL vs ARMK
+146.1%
+4,775.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.2% | +2.1% | +1.9% |
| 7D | +3.9% | +3.1% | +0.8% | +0.6% |
| 30D | -14.3% | -2.8% | -11.5% | -11.5% |
| 3M | -45.6% | +7.6% | -53.2% | -50.1% |
| 6M | +117.2% | +47.9% | +69.3% | +40.8% |
| YTD | +189.8% | +60.0% | +129.8% | +72.2% |
| 1Y | +317.7% | +52.2% | +265.5% | +160.1% |
| 3Y | +478.6% | +131.4% | +347.2% | +149.1% |
| 5Y | +169.5% | +163.2% | +6.3% | +22.6% |
| All | +4,921.3% | +146.1% | +4,775.2% | +3,635.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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