-83.1%
FRMI vs SOXQ
+87.7%
-170.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.3% | +0.4% |
| 7D | +7.4% | +0.8% | +6.7% | +6.8% |
| 30D | -27.6% | -4.6% | -23.1% | -24.4% |
| 3M | -20.9% | -10.2% | -10.7% | -15.0% |
| 6M | -36.6% | +49.7% | -86.3% | -64.8% |
| YTD | -31.3% | +67.2% | -98.5% | -65.6% |
| All | -83.1% | +87.7% | -170.8% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 3y: compounded portfolio wealth divided by compounded SOXQ 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…
3y analysis · Full analysis span regression · 6 months rolling