-99.8%
SOXS vs ARM
+92.2%
-192.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +3.9% | -14.1% | -5.4% |
| 7D | -7.0% | +5.5% | -12.4% | +0.1% |
| 30D | +2.8% | -8.2% | +11.0% | -4.3% |
| 3M | -9.8% | -35.9% | +26.1% | -22.2% |
| 6M | -99.2% | +103.1% | -202.3% | -94.1% |
| YTD | -99.5% | +130.6% | -230.1% | -95.5% |
| 1Y | -99.8% | +86.1% | -185.8% | -98.6% |
| All | -99.8% | +92.2% | -192.0% | -98.6% |
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