-62.3%
FRMI vs SPG
+16.3%
-78.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.5% | +14.3% | +13.6% |
| 7D | +34.6% | +3.1% | +31.5% | +36.4% |
| 30D | -44.6% | +16.4% | -61.1% | -41.7% |
| 3M | -72.9% | +7.1% | -79.9% | -72.4% |
| 6M | -62.3% | +16.1% | -78.4% | -63.0% |
| All | -62.3% | +16.3% | -78.7% | -63.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling