-83.0%
FRMI vs SM
+58.6%
-141.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.7% | -3.0% |
| 7D | +15.9% | -0.2% | +16.2% | +15.8% |
| 30D | -6.0% | +20.3% | -26.2% | -2.1% |
| 3M | -1.6% | +22.9% | -24.5% | +4.6% |
| 6M | -30.7% | +47.8% | -78.5% | -24.0% |
| YTD | -30.9% | +107.5% | -138.3% | -22.0% |
| All | -83.0% | +58.6% | -141.6% | -83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling