-83.0%
FRMI vs SIMO
+200.5%
-283.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.2% | -3.6% |
| 7D | +15.9% | +14.5% | +1.4% | +12.4% |
| 30D | -6.0% | +20.4% | -26.4% | -10.2% |
| 3M | -1.6% | +7.1% | -8.7% | -4.3% |
| 6M | -30.7% | +129.2% | -159.9% | -45.3% |
| YTD | -30.9% | +201.9% | -232.8% | -52.5% |
| All | -83.0% | +200.5% | -283.5% | -88.3% |
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