-93.7%
FRMI vs SIMO
+94.9%
-188.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -2.3% | +16.1% | +14.6% |
| 7D | +34.6% | +14.9% | +19.8% | +28.9% |
| 30D | -44.6% | -27.0% | -17.6% | -38.8% |
| 3M | -72.9% | -25.4% | -47.5% | -70.2% |
| 6M | -62.3% | -30.3% | -32.1% | -58.5% |
| YTD | -74.3% | +95.8% | -170.0% | -79.9% |
| 1Y | -90.5% | +100.0% | -190.6% | -92.6% |
| All | -93.7% | +94.9% | -188.6% | -95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling