-83.4%
FRMI vs SGI
-20.5%
-62.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -1.2% |
| 7D | +10.9% | -4.9% | +15.8% | +13.4% |
| 30D | -24.3% | +1.6% | -25.9% | -25.0% |
| 3M | -21.8% | -3.2% | -18.6% | -20.3% |
| 6M | -33.0% | -16.0% | -17.0% | -29.3% |
| YTD | -32.6% | -25.4% | -7.2% | -25.4% |
| All | -83.4% | -20.5% | -62.9% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling