-83.0%
FRMI vs SPY
+15.9%
-98.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.0% |
| 7D | +15.9% | -0.4% | +16.3% | +16.7% |
| 30D | -6.0% | -1.4% | -4.6% | -2.9% |
| 3M | -1.6% | +3.7% | -5.3% | -12.4% |
| 6M | -30.7% | +13.0% | -43.7% | -49.4% |
| YTD | -30.9% | +12.4% | -43.3% | -47.4% |
| All | -83.0% | +15.9% | -98.9% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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