-40.8%
SE vs FRMI
-78.6%
+37.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.8% |
| 7D | -4.8% | +10.9% | -15.7% | -5.5% |
| 30D | -18.1% | -24.3% | +6.2% | -16.7% |
| 3M | +30.6% | -21.8% | +52.4% | +31.3% |
| 6M | +20.8% | -33.0% | +53.8% | +20.9% |
| YTD | -15.6% | -32.6% | +17.0% | -16.3% |
| All | -40.8% | -78.6% | +37.7% | -36.9% |
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