-100.0%
SOXS vs ARMK
+357.2%
-457.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.3% | -3.4% |
| 7D | -15.6% | +1.7% | -17.3% | -14.1% |
| 30D | +4.8% | +3.1% | +1.6% | +8.8% |
| 3M | -21.6% | +9.2% | -30.9% | -12.8% |
| 6M | -99.3% | +43.7% | -143.0% | -98.6% |
| YTD | -99.5% | +57.4% | -156.9% | -98.9% |
| 1Y | -99.8% | +51.9% | -151.6% | -99.5% |
| 3Y | -100.0% | +125.4% | -225.4% | -99.9% |
| 5Y | -100.0% | +149.1% | -249.1% | -100.0% |
| 10Y | -100.0% | +135.4% | -235.4% | -100.0% |
| All | -100.0% | +357.2% | -457.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling