-93.1%
SOXS vs ARWR
+17.3%
-110.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.3% | +9.7% | +11.9% |
| 7D | -28.4% | -17.8% | -10.6% | -38.0% |
| 30D | +19.4% | -18.1% | +37.6% | +5.3% |
| 3M | +28.2% | -44.2% | +72.3% | -9.8% |
| 6M | -37.7% | -38.6% | +0.9% | -50.3% |
| YTD | -91.6% | -28.0% | -63.6% | -92.1% |
| 1Y | -93.1% | +16.1% | -109.2% | -91.8% |
| All | -93.1% | +17.3% | -110.4% | -91.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling