-91.6%
SOXS vs ARM
+18.4%
-110.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -5.3% | +14.0% | +2.3% |
| 7D | +46.7% | -18.7% | +65.4% | +18.7% |
| 30D | +97.0% | -36.7% | +133.6% | +26.4% |
| 3M | +39.5% | -31.6% | +71.2% | +10.2% |
| 6M | -54.9% | -5.6% | -49.3% | -27.4% |
| YTD | -90.4% | +75.5% | -165.8% | -59.5% |
| 1Y | -91.6% | +19.3% | -111.0% | -85.1% |
| All | -91.6% | +18.4% | -110.0% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 1y: compounded portfolio wealth divided by compounded ARM 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…
1y analysis · Full analysis span regression · 6 months rolling