-93.2%
FRMI vs SIMO
+94.5%
-187.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -9.6% | -1.0% | -7.4% |
| 7D | -39.7% | -16.9% | -22.9% | -35.8% |
| 30D | -55.2% | -35.4% | -19.8% | -48.6% |
| 3M | -71.2% | -31.9% | -39.3% | -67.7% |
| 6M | -64.1% | -19.3% | -44.8% | -61.6% |
| YTD | -77.2% | +98.5% | -175.7% | -86.5% |
| 1Y | -93.2% | +100.5% | -193.7% | -95.8% |
| All | -93.2% | +94.5% | -187.6% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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