-83.0%
FRMI vs S
+10.1%
-93.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.2% | -3.2% |
| 7D | +15.9% | -1.2% | +17.2% | +16.0% |
| 30D | -6.0% | -12.6% | +6.6% | -4.5% |
| 3M | -1.6% | +27.6% | -29.2% | -5.3% |
| 6M | -30.7% | +35.5% | -66.2% | -35.3% |
| YTD | -30.9% | +29.6% | -60.5% | -37.0% |
| All | -83.0% | +10.1% | -93.1% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling