+52.5%
SOXX vs FRMI
-93.1%
+145.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -10.6% | +7.4% | -1.4% |
| 7D | -13.7% | -39.7% | +26.0% | -6.7% |
| 30D | -23.6% | -55.2% | +31.6% | -14.0% |
| 3M | -16.9% | -71.2% | +54.3% | -1.0% |
| 6M | -2.4% | -64.1% | +61.7% | +11.2% |
| YTD | +49.8% | -77.2% | +127.1% | +77.8% |
| 1Y | +52.5% | -93.2% | +145.7% | +115.2% |
| All | +52.5% | -93.1% | +145.6% | +115.2% |
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