-99.7%
SOXS vs ARM
+239.6%
-339.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -4.6% | +15.7% | +6.2% |
| 7D | -28.4% | +9.1% | -37.5% | -17.7% |
| 30D | +19.4% | -19.9% | +39.4% | +12.6% |
| 3M | +28.2% | -31.6% | +59.8% | +16.5% |
| 6M | -37.7% | -13.9% | -23.8% | -1.5% |
| YTD | -91.6% | +74.3% | -165.9% | -68.8% |
| 1Y | -93.1% | +35.8% | -128.9% | -79.0% |
| 3Y | -99.7% | +268.6% | -368.3% | -95.9% |
| All | -99.7% | +239.6% | -339.3% | -96.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling