-100.0%
SOXS vs ARM
+366.2%
-466.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.7% | -8.6% | -1.1% |
| 7D | -15.6% | +11.4% | -27.0% | -5.3% |
| 30D | +4.8% | -7.4% | +12.2% | +0.1% |
| 3M | -21.6% | -24.5% | +2.9% | -20.4% |
| 6M | -99.3% | +128.7% | -228.0% | -95.8% |
| YTD | -99.5% | +139.3% | -238.8% | -96.7% |
| 1Y | -99.8% | +88.0% | -187.7% | -98.6% |
| All | -100.0% | +366.2% | -466.2% | -99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling