+449.8%
SOXL vs ARWR
+173.6%
+276.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.2% | -8.2% | -8.1% |
| 7D | +8.5% | -4.3% | +12.8% | +11.1% |
| 30D | -13.0% | -7.3% | -5.7% | -9.3% |
| 3M | -35.9% | +17.0% | -52.9% | -41.7% |
| 6M | +112.1% | +39.8% | +72.3% | +77.1% |
| YTD | +175.4% | +24.7% | +150.8% | +143.8% |
| 1Y | +304.9% | +186.5% | +118.4% | +123.7% |
| All | +449.8% | +173.6% | +276.3% | +126.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling