-84.3%
FRMI vs SPYG
+17.6%
-101.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.5% | +5.6% |
| 7D | +2.4% | +0.4% | +2.0% | +1.7% |
| 30D | -17.3% | -0.4% | -16.8% | -16.6% |
| 3M | -17.2% | +0.5% | -17.7% | -18.2% |
| 6M | -43.4% | +17.5% | -60.8% | -59.9% |
| YTD | -36.0% | +14.3% | -50.3% | -50.9% |
| All | -84.3% | +17.6% | -101.9% | -87.2% |
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