-94.4%
FRMI vs S
+34.7%
-129.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +1.5% | +16.0% | +17.3% |
| 7D | -0.5% | +1.2% | -1.8% | -0.7% |
| 30D | -44.3% | -7.3% | -37.0% | -44.1% |
| 3M | -74.6% | +5.9% | -80.5% | -74.4% |
| 6M | -66.3% | +45.6% | -111.9% | -67.8% |
| YTD | -77.4% | +58.5% | -135.9% | -79.6% |
| 1Y | -91.7% | +37.6% | -129.4% | -92.6% |
| All | -94.4% | +34.7% | -129.2% | -95.0% |
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 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