-93.2%
FRMI vs SM
+70.4%
-163.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -15.3% | +4.7% | -12.1% |
| 7D | -39.7% | -21.5% | -18.2% | -41.6% |
| 30D | -55.2% | -11.4% | -43.8% | -55.3% |
| 3M | -71.2% | +0.6% | -71.8% | -70.3% |
| 6M | -64.1% | +0.2% | -64.4% | -62.4% |
| YTD | -77.2% | +69.7% | -146.9% | -77.4% |
| 1Y | -93.2% | +71.6% | -164.7% | -93.1% |
| All | -93.2% | +70.4% | -163.5% | -93.1% |
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