+58.3%
SOXX vs ARWR
+39.8%
+18.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.5% |
| 7D | +6.1% | -3.2% | +9.3% | +7.1% |
| 30D | +0.5% | -6.5% | +6.9% | +2.4% |
| 3M | -5.3% | +12.7% | -18.0% | -9.6% |
| 6M | +58.3% | +36.2% | +22.1% | +37.3% |
| All | +58.3% | +39.8% | +18.5% | +37.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling