-82.4%
FRMI vs SIMO
+194.4%
-276.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +6.2% | +5.4% | +10.1% |
| 7D | +23.3% | +14.6% | +8.7% | +19.6% |
| 30D | -7.6% | +6.2% | -13.8% | -9.2% |
| 3M | +0.2% | +3.6% | -3.4% | -1.9% |
| 6M | -28.7% | +130.8% | -159.5% | -44.1% |
| YTD | -28.6% | +195.8% | -224.4% | -50.7% |
| All | -82.4% | +194.4% | -276.8% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling