-83.0%
FRMI vs SPYG
+16.6%
-99.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.4% |
| 7D | +15.9% | +0.3% | +15.6% | +15.0% |
| 30D | -6.0% | -1.7% | -4.3% | -2.8% |
| 3M | -1.6% | +3.6% | -5.2% | -10.8% |
| 6M | -30.7% | +16.6% | -47.3% | -50.3% |
| YTD | -30.9% | +13.4% | -44.2% | -46.1% |
| All | -83.0% | +16.6% | -99.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling