-85.1%
FRMI vs SUI
-3.0%
-82.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.9% | +25.8% | +27.5% |
| 7D | +66.2% | -1.5% | +67.7% | +64.1% |
| 30D | -17.4% | +3.7% | -21.2% | -13.8% |
| 3M | -60.5% | -0.4% | -60.1% | -58.9% |
| 6M | -56.5% | -2.8% | -53.7% | -55.2% |
| YTD | -67.4% | -1.6% | -65.8% | -66.3% |
| 1Y | -85.1% | -2.1% | -83.0% | -84.2% |
| All | -85.1% | -3.0% | -82.1% | -84.2% |
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