+55.9%
SOXL vs FRMI
-93.1%
+149.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -10.6% | +1.8% | -3.8% |
| 7D | -37.9% | -39.7% | +1.8% | -20.5% |
| 30D | -59.4% | -55.2% | -4.2% | -40.7% |
| 3M | -52.3% | -71.2% | +18.9% | -16.4% |
| 6M | -47.7% | -64.1% | +16.4% | -17.1% |
| YTD | +58.8% | -77.2% | +136.0% | +192.0% |
| 1Y | +55.9% | -93.2% | +149.1% | +388.8% |
| All | +55.9% | -93.1% | +149.0% | +388.8% |
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