-83.4%
FRMI vs SM
+59.4%
-142.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.4% |
| 7D | +10.9% | +2.1% | +8.8% | +11.3% |
| 30D | -24.3% | +18.1% | -42.4% | -21.4% |
| 3M | -21.8% | +17.0% | -38.8% | -17.3% |
| 6M | -33.0% | +55.4% | -88.5% | -26.1% |
| YTD | -32.6% | +108.6% | -141.2% | -23.9% |
| All | -83.4% | +59.4% | -142.9% | -83.6% |
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