+230.5%
SOXL vs FRMI
-78.1%
+308.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.2% | +4.5% |
| 7D | +3.9% | +7.4% | -3.6% | +1.1% |
| 30D | -14.3% | -27.6% | +13.3% | -4.4% |
| 3M | -45.6% | -20.9% | -24.8% | -41.2% |
| 6M | +117.2% | -36.6% | +153.8% | +141.9% |
| YTD | +189.8% | -31.3% | +221.1% | +217.5% |
| All | +230.5% | -78.1% | +308.6% | +314.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling