-100.0%
SOXS vs ARWR
+1,024.2%
-1,124.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.3% | +9.7% | +11.7% |
| 7D | -28.4% | -17.8% | -10.6% | -36.1% |
| 30D | +19.4% | -18.1% | +37.6% | +8.1% |
| 3M | +28.2% | -44.2% | +72.3% | -2.0% |
| 6M | -37.7% | -38.6% | +0.9% | -47.6% |
| YTD | -91.6% | -28.0% | -63.6% | -92.0% |
| 1Y | -93.1% | +16.1% | -109.2% | -91.3% |
| 3Y | -99.7% | +84.0% | -183.7% | -99.3% |
| 5Y | -99.9% | -35.4% | -64.5% | -99.8% |
| All | -100.0% | +1,024.2% | -1,124.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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