+2,575.4%
SOXX vs ARWR
+95.6%
+2,479.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.7% |
| 7D | +6.1% | -3.2% | +9.3% | +6.1% |
| 30D | +0.5% | -6.5% | +6.9% | +0.6% |
| 3M | -5.3% | +12.7% | -18.0% | -5.5% |
| 6M | +58.3% | +36.2% | +22.1% | +57.6% |
| YTD | +76.8% | +24.5% | +52.4% | +76.2% |
| 1Y | +114.6% | +198.0% | -83.4% | +111.3% |
| 3Y | +229.6% | +176.4% | +53.3% | +223.5% |
| 5Y | +257.3% | +26.6% | +230.8% | +252.7% |
| 10Y | +1,583.2% | +1,054.1% | +529.2% | +1,520.2% |
| All | +2,575.4% | +95.6% | +2,479.8% | +2,664.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling