+113.9%
SOXX vs ARM
+92.2%
+21.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.4% | +2.0% |
| 7D | +2.2% | +5.5% | -3.2% | +0.1% |
| 30D | -2.0% | -8.2% | +6.1% | +1.1% |
| 3M | -13.7% | -35.9% | +22.2% | +0.4% |
| 6M | +52.4% | +103.1% | -50.7% | +12.6% |
| YTD | +72.8% | +130.6% | -57.8% | +20.5% |
| 1Y | +113.9% | +86.1% | +27.8% | +74.3% |
| All | +113.9% | +92.2% | +21.7% | +74.3% |
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