-82.4%
FRMI vs S
+10.1%
-92.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -2.3% | +13.8% | +11.7% |
| 7D | +23.3% | -5.8% | +29.1% | +24.0% |
| 30D | -7.6% | -9.2% | +1.6% | -6.8% |
| 3M | +0.2% | +23.4% | -23.2% | -3.1% |
| 6M | -28.7% | +36.9% | -65.6% | -33.6% |
| YTD | -28.6% | +29.5% | -58.2% | -35.0% |
| All | -82.4% | +10.1% | -92.5% | -84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling