-82.4%
FRMI vs SPXS
-33.9%
-48.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +1.6% | +9.9% | +12.9% |
| 7D | +23.3% | -1.5% | +24.9% | +21.5% |
| 30D | -7.6% | +3.7% | -11.3% | -4.8% |
| 3M | +0.2% | -9.6% | +9.8% | -8.0% |
| 6M | -28.7% | -32.4% | +3.7% | -46.4% |
| YTD | -28.6% | -28.7% | 0.0% | -41.2% |
| All | -82.4% | -33.9% | -48.5% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling