-99.6%
SOXS vs ARM
+223.5%
-323.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +4.7% | -17.4% | -7.7% |
| 7D | +36.2% | -15.2% | +51.5% | +22.2% |
| 30D | +131.5% | -40.7% | +172.2% | +56.5% |
| 3M | +60.5% | -39.1% | +99.6% | +23.9% |
| 6M | -25.9% | -26.4% | +0.5% | -3.3% |
| YTD | -88.3% | +59.7% | -148.1% | -62.1% |
| 1Y | -89.6% | +10.3% | -100.0% | -75.2% |
| 3Y | -99.6% | +228.9% | -328.5% | -96.3% |
| All | -99.6% | +223.5% | -323.1% | -96.3% |
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