-84.3%
FRMI vs SM
+51.3%
-135.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.1% | +8.4% | +4.7% |
| 7D | +2.4% | -0.5% | +2.9% | +2.4% |
| 30D | -17.3% | +25.6% | -42.9% | -12.6% |
| 3M | -17.2% | +8.0% | -25.2% | -14.4% |
| 6M | -43.4% | +50.8% | -94.2% | -38.0% |
| YTD | -36.0% | +97.9% | -133.9% | -28.4% |
| All | -84.3% | +51.3% | -135.5% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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