-92.0%
FRMI vs S
+25.8%
-117.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -0.4% | +27.1% | +26.7% |
| 7D | +66.2% | +2.0% | +64.3% | +65.4% |
| 30D | -17.4% | -2.7% | -14.7% | -16.7% |
| 3M | -60.5% | -6.9% | -53.6% | -59.6% |
| 6M | -56.5% | +38.1% | -94.6% | -58.2% |
| YTD | -67.4% | +48.0% | -115.4% | -70.4% |
| 1Y | -85.1% | +34.5% | -119.5% | -86.4% |
| All | -92.0% | +25.8% | -117.8% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling