-84.3%
FRMI vs SPXU
-35.1%
-49.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | 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% | -12.5% | -18.6% |
| 6M | -43.4% | -29.6% | -13.7% | -55.3% |
| YTD | -36.0% | -29.9% | -6.1% | -48.0% |
| All | -84.3% | -35.1% | -49.2% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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