+19,418.6%
SOXL vs ARWR
+1,529.1%
+17,889.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.2% | +10.0% | +9.9% |
| 7D | +5.3% | +1.7% | +3.7% | +4.7% |
| 30D | -11.2% | -0.7% | -10.5% | -11.0% |
| 3M | -55.4% | +14.9% | -70.2% | -57.1% |
| 6M | +107.1% | +32.6% | +74.5% | +90.9% |
| YTD | +179.0% | +30.0% | +149.0% | +158.1% |
| 1Y | +357.4% | +208.4% | +149.0% | +216.2% |
| 3Y | +397.5% | +208.8% | +188.7% | +224.6% |
| 5Y | +155.9% | +27.8% | +128.1% | +120.9% |
| 10Y | +4,301.6% | +1,107.6% | +3,194.0% | +1,914.2% |
| All | +19,418.6% | +1,529.1% | +17,889.5% | +7,080.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling