-100.0%
FRMM vs SPY
+67.4%
-167.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.4% |
| 7D | -11.9% | -2.7% | -9.2% | -7.8% |
| 30D | -36.1% | -5.4% | -30.7% | -30.2% |
| 3M | -50.2% | -4.1% | -46.1% | -46.4% |
| 6M | -36.7% | +0.7% | -37.4% | -36.3% |
| YTD | -38.0% | +8.7% | -46.6% | -42.6% |
| 1Y | -81.0% | +10.9% | -91.8% | -82.8% |
| 3Y | -96.0% | +75.0% | -171.0% | -97.6% |
| All | -100.0% | +67.4% | -167.4% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling