-84.3%
FRMI vs SITM
+105.8%
-190.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.5% | -1.2% | +4.0% |
| 7D | +2.4% | +9.7% | -7.3% | +0.5% |
| 30D | -17.3% | +12.7% | -30.0% | -20.2% |
| 3M | -17.2% | -13.4% | -3.7% | -17.1% |
| 6M | -43.4% | +59.6% | -103.0% | -51.0% |
| YTD | -36.0% | +73.3% | -109.3% | -44.4% |
| All | -84.3% | +105.8% | -190.0% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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