-99.7%
SOXS vs FRMI
-78.6%
-21.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.5% | +10.6% | +7.1% |
| 7D | -9.4% | +10.9% | -20.3% | -4.8% |
| 30D | +6.2% | -24.3% | +30.5% | -2.6% |
| 3M | -28.0% | -21.8% | -6.3% | -26.1% |
| 6M | -99.2% | -33.0% | -66.1% | -98.7% |
| YTD | -99.5% | -32.6% | -66.9% | -99.2% |
| All | -99.7% | -78.6% | -21.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling