-83.1%
FRMI vs SPXU
-33.5%
-49.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.5% | 0.0% |
| 7D | +7.4% | +2.5% | +4.9% | +9.7% |
| 30D | -27.6% | +4.2% | -31.8% | -25.0% |
| 3M | -20.9% | -9.3% | -11.6% | -26.7% |
| 6M | -36.6% | -30.7% | -5.9% | -51.1% |
| YTD | -31.3% | -28.1% | -3.1% | -42.9% |
| All | -83.1% | -33.5% | -49.6% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling