-99.7%
SOXS vs ARWR
+77.5%
-177.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | -1.7% |
| 7D | -43.7% | -17.9% | -25.8% | -50.7% |
| 30D | +22.2% | -18.9% | +41.1% | +8.0% |
| 3M | +13.0% | -46.0% | +58.9% | -19.5% |
| 6M | -47.7% | -40.3% | -7.3% | -58.2% |
| YTD | -92.5% | -29.0% | -63.5% | -92.9% |
| 1Y | -93.1% | +13.8% | -107.0% | -91.3% |
| All | -99.7% | +77.5% | -177.2% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling