-83.4%
FRMI vs SOXQ
+84.5%
-167.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -0.2% |
| 7D | +10.9% | +2.3% | +8.6% | +8.8% |
| 30D | -24.3% | -3.9% | -20.4% | -21.3% |
| 3M | -21.8% | -4.7% | -17.0% | -20.8% |
| 6M | -33.0% | +47.9% | -80.9% | -62.5% |
| YTD | -32.6% | +64.3% | -97.0% | -65.8% |
| All | -83.4% | +84.5% | -167.9% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling