-100.0%
SOXS vs ARMK
+121.1%
-221.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -3.5% |
| 7D | -16.6% | +0.3% | -16.9% | -16.3% |
| 30D | -4.4% | +2.4% | -6.7% | -1.0% |
| 3M | -26.2% | +6.1% | -32.3% | -19.0% |
| 6M | -99.3% | +41.8% | -141.0% | -98.2% |
| YTD | -99.5% | +55.5% | -155.1% | -98.6% |
| 1Y | -99.8% | +49.6% | -149.4% | -99.4% |
| All | -100.0% | +121.1% | -221.1% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling