-95.4%
FRMM vs SPY
+80.4%
-175.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.5% |
| 7D | -9.4% | +0.1% | -9.5% | -9.4% |
| 30D | -14.8% | +0.1% | -14.8% | -14.8% |
| 3M | +6.8% | +2.0% | +4.8% | +2.6% |
| 6M | +61.4% | +13.0% | +48.4% | +31.7% |
| YTD | +8.4% | +13.5% | -5.2% | -11.4% |
| 1Y | -78.1% | +20.0% | -98.0% | -83.2% |
| All | -95.4% | +80.4% | -175.8% | -96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling