-83.4%
FRMI vs SPG
+14.1%
-97.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +10.9% | -2.2% | +13.1% | +10.0% |
| 30D | -24.3% | -5.8% | -18.5% | -26.0% |
| 3M | -21.8% | -2.8% | -19.0% | -23.2% |
| 6M | -33.0% | +8.9% | -41.9% | -31.4% |
| YTD | -32.6% | +14.3% | -46.9% | -27.0% |
| All | -83.4% | +14.1% | -97.5% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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