-93.7%
FRMI vs SUI
-5.8%
-87.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.7% | +14.5% | +13.1% |
| 7D | +34.6% | -3.8% | +38.5% | +30.2% |
| 30D | -44.6% | +3.9% | -48.6% | -41.8% |
| 3M | -72.9% | +0.2% | -73.1% | -71.8% |
| 6M | -62.3% | -4.2% | -58.2% | -61.5% |
| YTD | -74.3% | -2.5% | -71.7% | -73.1% |
| 1Y | -90.5% | -4.0% | -86.5% | -90.4% |
| All | -93.7% | -5.8% | -87.8% | -93.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling