-92.0%
FRMI vs SFM
-52.1%
-39.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +1.3% | +25.4% | +26.6% |
| 7D | +66.2% | +6.0% | +60.2% | +65.8% |
| 30D | -17.4% | -19.5% | +2.1% | -16.1% |
| 3M | -60.5% | -37.0% | -23.4% | -59.1% |
| 6M | -56.5% | -41.0% | -15.5% | -54.9% |
| YTD | -67.4% | -34.6% | -32.7% | -66.9% |
| 1Y | -85.1% | -36.3% | -48.8% | -84.8% |
| All | -92.0% | -52.1% | -39.9% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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