-78.8%
FRMI vs SOLS
+17.1%
-95.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -1.8% |
| 7D | +10.9% | +0.3% | +10.6% | +10.9% |
| 30D | -24.3% | +0.9% | -25.2% | -24.5% |
| 3M | -21.8% | -20.7% | -1.1% | -18.2% |
| 6M | -33.0% | -17.7% | -15.4% | -31.4% |
| YTD | -32.6% | +27.1% | -59.7% | -36.6% |
| All | -78.8% | +17.1% | -95.8% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 all: compounded portfolio wealth divided by compounded SOLS 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…
all analysis · Full analysis span regression · 6 months rolling