-84.3%
FRMI vs SPXS
-35.0%
-49.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.3% | +4.1% | +6.5% |
| 7D | +2.4% | -0.1% | +2.5% | +2.5% |
| 30D | -17.3% | +0.8% | -18.1% | -16.7% |
| 3M | -17.2% | -4.7% | -12.4% | -18.6% |
| 6M | -43.4% | -29.6% | -13.7% | -55.3% |
| YTD | -36.0% | -29.8% | -6.2% | -48.0% |
| All | -84.3% | -35.0% | -49.3% | -86.5% |
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