-93.2%
FRMI vs SIRI
+59.9%
-153.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +8.4% | -19.0% | -9.7% |
| 7D | -39.7% | +22.3% | -62.0% | -39.3% |
| 30D | -55.2% | +26.9% | -82.1% | -54.9% |
| 3M | -71.2% | +9.6% | -80.8% | -70.8% |
| 6M | -64.1% | +27.2% | -91.3% | -64.7% |
| YTD | -77.2% | +72.4% | -149.6% | -77.2% |
| 1Y | -93.2% | +59.9% | -153.1% | -92.6% |
| All | -93.2% | +59.9% | -153.0% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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