-94.4%
FRMI vs SIMO
+99.4%
-193.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +8.7% | +8.9% | +14.5% |
| 7D | -0.5% | +0.9% | -1.5% | -0.3% |
| 30D | -44.3% | -25.4% | -18.9% | -38.8% |
| 3M | -74.6% | -17.8% | -56.8% | -72.7% |
| 6M | -66.3% | -29.6% | -36.7% | -63.0% |
| YTD | -77.4% | +100.3% | -177.7% | -82.4% |
| 1Y | -91.7% | +100.4% | -192.1% | -93.6% |
| All | -94.4% | +99.4% | -193.8% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling