-83.1%
FRMI vs SPYG
+16.6%
-99.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +0.3% |
| 7D | +7.4% | -0.9% | +8.3% | +9.4% |
| 30D | -27.6% | -1.5% | -26.1% | -25.3% |
| 3M | -20.9% | +3.7% | -24.6% | -27.5% |
| 6M | -36.6% | +16.4% | -53.0% | -54.4% |
| YTD | -31.3% | +13.3% | -44.6% | -46.3% |
| All | -83.1% | +16.6% | -99.7% | -86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling