-100.0%
SOXS vs ARWR
+1,080.6%
-1,180.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.2% | +7.9% | +8.2% |
| 7D | -9.4% | -4.3% | -5.1% | -11.4% |
| 30D | +6.2% | -7.3% | +13.4% | +2.6% |
| 3M | -28.0% | +17.0% | -45.0% | -19.3% |
| 6M | -99.2% | +39.8% | -139.0% | -98.5% |
| YTD | -99.5% | +24.7% | -124.2% | -99.1% |
| 1Y | -99.7% | +186.5% | -286.2% | -99.3% |
| 3Y | -100.0% | +176.8% | -276.8% | -99.9% |
| 5Y | -100.0% | +29.3% | -129.3% | -100.0% |
| All | -100.0% | +1,080.6% | -1,180.6% | -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