-93.2%
FRMI vs SPXS
-30.2%
-63.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.9% | -5.7% | -15.5% |
| 7D | -39.7% | +2.2% | -41.9% | -38.1% |
| 30D | -55.2% | +3.8% | -58.9% | -52.6% |
| 3M | -71.2% | +3.3% | -74.5% | -69.4% |
| 6M | -64.1% | -16.7% | -47.4% | -68.7% |
| YTD | -77.2% | -28.5% | -48.7% | -81.3% |
| 1Y | -93.2% | -30.4% | -62.7% | -94.2% |
| All | -93.2% | -30.2% | -63.0% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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