-71.8%
FRMI vs SUI
-2.4%
-69.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +0.3% |
| 7D | -39.8% | +6.2% | -46.1% | -32.9% |
| 30D | -60.5% | +8.6% | -69.0% | -53.9% |
| 3M | -74.6% | +1.0% | -75.6% | -72.4% |
| 6M | -71.8% | -2.6% | -69.2% | -70.0% |
| All | -71.8% | -2.4% | -69.4% | -70.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling