-77.1%
FRMM vs SPY
+14.6%
-91.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +1.0% | -1.8% |
| 7D | -7.1% | -0.7% | -6.4% | -5.1% |
| 30D | -25.9% | -1.0% | -24.9% | -23.2% |
| 3M | -39.7% | -0.3% | -39.4% | -38.5% |
| 6M | -35.9% | +7.3% | -43.2% | -48.8% |
| YTD | -28.2% | +13.3% | -41.5% | -48.2% |
| 1Y | -77.1% | +14.8% | -91.9% | -84.2% |
| All | -77.1% | +14.6% | -91.7% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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