-99.7%
SOXS vs ARM
+77.4%
-177.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.8% | +11.9% | +3.3% |
| 7D | -9.4% | +4.8% | -14.2% | -2.9% |
| 30D | +6.2% | -5.5% | +11.6% | +2.6% |
| 3M | -28.0% | -17.3% | -10.7% | -21.7% |
| 6M | -99.2% | +110.9% | -210.0% | -93.6% |
| YTD | -99.5% | +132.5% | -232.0% | -95.2% |
| 1Y | -99.7% | +64.9% | -164.7% | -98.5% |
| All | -99.7% | +77.4% | -177.1% | -98.5% |
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