-84.3%
FRMI vs SUI
-5.2%
-79.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.3% | +5.7% | +5.2% |
| 7D | +2.4% | -2.8% | +5.2% | +1.2% |
| 30D | -17.3% | -1.2% | -16.1% | -17.4% |
| 3M | -17.2% | -1.7% | -15.4% | -17.5% |
| 6M | -43.4% | -10.5% | -32.9% | -43.3% |
| YTD | -36.0% | -1.8% | -34.2% | -35.2% |
| All | -84.3% | -5.2% | -79.1% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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