+1,537.1%
SOXX vs ARWR
+1,081.9%
+455.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +1.4% | -4.0% | +5.4% | +2.0% |
| 30D | -3.6% | -5.0% | +1.5% | -2.8% |
| 3M | -10.2% | +11.3% | -21.5% | -12.0% |
| 6M | +54.2% | +42.6% | +11.6% | +45.1% |
| YTD | +75.2% | +24.8% | +50.4% | +67.7% |
| 1Y | +107.5% | +178.8% | -71.3% | +74.0% |
| 3Y | +226.8% | +183.3% | +43.4% | +156.4% |
| 5Y | +251.2% | +29.5% | +221.8% | +195.6% |
| All | +1,537.1% | +1,081.9% | +455.2% | +955.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling