+52.5%
SOXX vs ARWR
+59.7%
-7.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.6% | -6.7% | -3.9% |
| 7D | -13.7% | +2.4% | -16.1% | -14.2% |
| 30D | -23.6% | -1.1% | -22.5% | -23.5% |
| 3M | -16.9% | -31.2% | +14.3% | -10.3% |
| 6M | -2.4% | -19.3% | +16.9% | +0.9% |
| YTD | +49.8% | -7.1% | +57.0% | +49.4% |
| 1Y | +52.5% | +62.9% | -10.4% | +37.9% |
| All | +52.5% | +59.7% | -7.2% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling