-48.8%
SE vs FRMI
-93.1%
+44.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -10.6% | +15.0% | +5.3% |
| 7D | +6.7% | -39.7% | +46.4% | +10.9% |
| 30D | -17.2% | -55.2% | +38.0% | -12.1% |
| 3M | -28.0% | -71.2% | +43.1% | -21.1% |
| 6M | -6.1% | -64.1% | +58.0% | -0.7% |
| YTD | -37.1% | -77.2% | +40.1% | -32.8% |
| 1Y | -48.8% | -93.2% | +44.4% | -32.6% |
| All | -48.8% | -93.1% | +44.4% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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