+4,921.3%
SOXL vs ARWR
+1,081.9%
+3,839.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | +3.9% | -4.0% | +7.9% | +5.8% |
| 30D | -14.3% | -5.0% | -9.3% | -12.3% |
| 3M | -45.6% | +11.3% | -57.0% | -48.6% |
| 6M | +117.2% | +42.6% | +74.6% | +86.5% |
| YTD | +189.8% | +24.8% | +165.0% | +163.8% |
| 1Y | +317.7% | +178.8% | +139.0% | +161.0% |
| 3Y | +478.6% | +183.3% | +295.3% | +222.2% |
| 5Y | +169.5% | +29.5% | +140.0% | +108.9% |
| All | +4,921.3% | +1,081.9% | +3,839.4% | +1,979.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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