-93.8%
FRMI vs SUI
-1.1%
-92.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +1.4% |
| 7D | -39.8% | +6.2% | -46.1% | -36.4% |
| 30D | -60.5% | +8.6% | -69.0% | -57.7% |
| 3M | -74.6% | +1.0% | -75.6% | -73.3% |
| 6M | -71.8% | -2.6% | -69.2% | -70.4% |
| YTD | -80.4% | -0.1% | -80.2% | -79.6% |
| All | -93.8% | -1.1% | -92.7% | -93.6% |
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