-91.7%
FRMI vs SIMO
+97.3%
-189.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +8.7% | +8.9% | +14.3% |
| 7D | -0.5% | +0.9% | -1.5% | -0.3% |
| 30D | -44.3% | -25.4% | -18.9% | -38.4% |
| 3M | -74.6% | -17.8% | -56.8% | -72.6% |
| 6M | -66.3% | -29.6% | -36.7% | -62.8% |
| YTD | -77.4% | +100.3% | -177.7% | -86.8% |
| 1Y | -91.7% | +100.4% | -192.1% | -94.8% |
| All | -91.7% | +97.3% | -189.1% | -94.8% |
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