-62.3%
FRMI vs S
+39.7%
-102.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -6.3% | +20.1% | +14.4% |
| 7D | +34.6% | +4.1% | +30.6% | +33.5% |
| 30D | -44.6% | -7.2% | -37.5% | -44.2% |
| 3M | -72.9% | 0.0% | -72.8% | -71.8% |
| 6M | -62.3% | +41.6% | -104.0% | -62.3% |
| All | -62.3% | +39.7% | -102.0% | -62.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling