-84.3%
FRMI vs SIMO
+177.3%
-261.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +8.7% | -3.4% | +3.4% |
| 7D | +2.4% | +4.2% | -1.8% | +1.5% |
| 30D | -17.3% | +4.1% | -21.4% | -18.5% |
| 3M | -17.2% | -12.9% | -4.3% | -16.5% |
| 6M | -43.4% | +110.3% | -153.7% | -54.4% |
| YTD | -36.0% | +178.6% | -214.6% | -55.2% |
| All | -84.3% | +177.3% | -261.6% | -89.0% |
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