-93.2%
FRMI vs SGI
-10.7%
-82.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +6.8% | -17.4% | -13.1% |
| 7D | -39.7% | +12.1% | -51.8% | -42.8% |
| 30D | -55.2% | +12.1% | -67.2% | -57.5% |
| 3M | -71.2% | +0.4% | -71.6% | -71.3% |
| 6M | -64.1% | -4.0% | -60.1% | -63.6% |
| YTD | -77.2% | -21.2% | -56.0% | -75.5% |
| 1Y | -93.2% | -12.1% | -81.1% | -93.0% |
| All | -93.2% | -10.7% | -82.4% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling