+218.2%
SOXL vs FRMI
-79.6%
+297.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.3% | +4.5% | +7.9% |
| 7D | +5.3% | +2.4% | +2.9% | +4.6% |
| 30D | -11.2% | -17.3% | +6.1% | -5.9% |
| 3M | -55.4% | -17.2% | -38.2% | -52.4% |
| 6M | +107.1% | -43.4% | +150.5% | +140.0% |
| YTD | +179.0% | -36.0% | +215.0% | +213.9% |
| All | +218.2% | -79.6% | +297.8% | +310.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling