-66.3%
FRMI vs SIMO
-28.1%
-38.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +8.7% | +8.9% | +13.1% |
| 7D | -0.5% | +0.9% | -1.5% | -0.4% |
| 30D | -44.3% | -25.4% | -18.9% | -36.3% |
| 3M | -74.6% | -17.8% | -56.8% | -72.0% |
| 6M | -66.3% | -29.6% | -36.7% | -60.4% |
| All | -66.3% | -28.1% | -38.2% | -60.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling