-100.0%
SOXS vs ARWR
+173.2%
-273.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -3.7% |
| 7D | -16.6% | -3.2% | -13.4% | -18.3% |
| 30D | -4.4% | -6.5% | +2.1% | -8.0% |
| 3M | -26.2% | +12.7% | -38.9% | -16.7% |
| 6M | -99.3% | +36.2% | -135.5% | -98.5% |
| YTD | -99.5% | +24.5% | -124.0% | -99.1% |
| 1Y | -99.8% | +198.0% | -297.8% | -99.3% |
| All | -100.0% | +173.2% | -273.1% | -99.9% |
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