-92.0%
FRMI vs SPG
+29.9%
-121.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -0.3% | +27.0% | +26.6% |
| 7D | +66.2% | +2.0% | +64.3% | +67.5% |
| 30D | -17.4% | +17.2% | -34.7% | -12.7% |
| 3M | -60.5% | +6.3% | -66.8% | -59.6% |
| 6M | -56.5% | +18.7% | -75.2% | -54.6% |
| YTD | -67.4% | +30.1% | -97.5% | -63.0% |
| 1Y | -85.1% | +32.8% | -117.8% | -82.3% |
| All | -92.0% | +29.9% | -121.9% | -90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling