-93.2%
FRMI vs SPYG
+10.8%
-104.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.3% | -11.8% | -13.5% |
| 7D | -39.7% | -2.8% | -37.0% | -35.5% |
| 30D | -55.2% | -6.2% | -49.0% | -47.3% |
| 3M | -71.2% | -3.6% | -67.6% | -68.1% |
| 6M | -64.1% | +4.8% | -68.9% | -67.7% |
| YTD | -77.2% | +11.0% | -88.2% | -81.3% |
| 1Y | -93.2% | +11.2% | -104.4% | -94.1% |
| All | -93.2% | +10.8% | -104.0% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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