-100.0%
SOXS vs ARMK
+138.5%
-238.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.3% | +8.4% | +7.8% |
| 7D | -9.4% | -0.9% | -8.5% | -10.3% |
| 30D | +6.2% | -5.9% | +12.1% | -0.4% |
| 3M | -28.0% | +6.7% | -34.7% | -21.9% |
| 6M | -99.2% | +42.5% | -141.7% | -98.3% |
| YTD | -99.5% | +55.1% | -154.6% | -98.8% |
| 1Y | -99.7% | +50.3% | -150.1% | -99.4% |
| 3Y | -100.0% | +122.2% | -222.2% | -99.9% |
| 5Y | -100.0% | +155.2% | -255.2% | -100.0% |
| All | -100.0% | +138.5% | -238.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling