-82.4%
FRMI vs SUI
-6.6%
-75.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.5% | +13.0% | +10.8% |
| 7D | +23.3% | -3.1% | +26.4% | +21.7% |
| 30D | -7.6% | -2.3% | -5.3% | -8.1% |
| 3M | +0.2% | -2.8% | +3.0% | -0.8% |
| 6M | -28.7% | -12.4% | -16.4% | -29.0% |
| YTD | -28.6% | -3.3% | -25.3% | -28.2% |
| All | -82.4% | -6.6% | -75.9% | -82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling