+103.7%
SOXX vs ARM
+66.3%
+37.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | -1.2% |
| 7D | +3.0% | +4.8% | -1.7% | +1.1% |
| 30D | -3.1% | -5.5% | +2.3% | -1.1% |
| 3M | -4.4% | -17.3% | +12.9% | +2.2% |
| 6M | +52.9% | +110.9% | -58.0% | +10.0% |
| YTD | +72.0% | +132.5% | -60.5% | +17.9% |
| All | +103.7% | +66.3% | +37.4% | +68.4% |
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