+52.5%
SOXX vs ARM
+18.4%
+34.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.3% | +2.1% | -1.0% |
| 7D | -13.7% | -18.7% | +5.0% | -6.0% |
| 30D | -23.6% | -36.7% | +13.1% | -8.4% |
| 3M | -16.9% | -31.6% | +14.8% | -4.5% |
| 6M | -2.4% | -5.6% | +3.2% | -1.4% |
| YTD | +49.8% | +75.5% | -25.6% | +14.1% |
| 1Y | +52.5% | +19.3% | +33.2% | +57.1% |
| All | +52.5% | +18.4% | +34.1% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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