-91.6%
SOXS vs ARMK
+41.1%
-132.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.2% | +12.9% | +4.4% |
| 7D | +46.7% | -5.8% | +52.5% | +39.2% |
| 30D | +97.0% | -5.3% | +102.2% | +90.7% |
| 3M | +39.5% | -6.7% | +46.3% | +34.0% |
| 6M | -54.9% | +17.4% | -72.3% | -48.4% |
| YTD | -90.4% | +43.0% | -133.4% | -87.3% |
| 1Y | -91.6% | +40.3% | -132.0% | -89.0% |
| All | -91.6% | +41.1% | -132.7% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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