-99.7%
SOXS vs FRMI
-78.1%
-21.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.0% | -7.6% | -4.7% |
| 7D | -4.7% | +7.4% | -12.2% | -1.4% |
| 30D | +7.7% | -27.6% | +35.4% | -3.1% |
| 3M | -10.2% | -20.9% | +10.7% | -7.3% |
| 6M | -99.2% | -36.6% | -62.6% | -98.8% |
| YTD | -99.5% | -31.3% | -68.3% | -99.2% |
| All | -99.7% | -78.1% | -21.6% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling