+241.5%
SOXX vs ARWR
+29.8%
+211.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +3.0% | -4.3% | +7.3% | +4.0% |
| 30D | -3.1% | -7.3% | +4.1% | -1.6% |
| 3M | -4.4% | +17.0% | -21.4% | -8.2% |
| 6M | +52.9% | +39.8% | +13.1% | +40.7% |
| YTD | +72.0% | +24.7% | +47.3% | +61.6% |
| 1Y | +105.1% | +186.5% | -81.4% | +58.2% |
| 3Y | +220.6% | +176.8% | +43.8% | +123.7% |
| All | +241.5% | +29.8% | +211.7% | +172.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling