-92.0%
FRMI vs SM
+36.7%
-128.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -0.1% | +26.8% | +26.7% |
| 7D | +66.2% | +9.4% | +56.9% | +67.2% |
| 30D | -17.4% | -14.4% | -3.0% | -19.7% |
| 3M | -60.5% | +1.6% | -62.0% | -59.8% |
| 6M | -56.5% | +6.3% | -62.8% | -54.5% |
| YTD | -67.4% | +78.8% | -146.2% | -63.9% |
| 1Y | -85.1% | +83.1% | -168.2% | -83.2% |
| All | -92.0% | +36.7% | -128.7% | -92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling