+184.8%
SOXL vs ARWR
+25.7%
+159.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +4.0% |
| 7D | +18.4% | -3.2% | +21.6% | +20.7% |
| 30D | -3.2% | -6.5% | +3.3% | +0.9% |
| 3M | -37.6% | +12.7% | -50.3% | -42.6% |
| 6M | +136.1% | +36.2% | +99.9% | +94.2% |
| YTD | +199.5% | +24.5% | +175.0% | +159.5% |
| 1Y | +363.2% | +198.0% | +165.3% | +122.1% |
| 3Y | +496.5% | +176.4% | +320.1% | +134.7% |
| 5Y | +184.8% | +26.6% | +158.3% | +102.8% |
| All | +184.8% | +25.7% | +159.1% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling