-59.1%
SE vs FRMI
-91.8%
+32.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +13.8% | -13.1% | -0.2% |
| 7D | -1.5% | +34.6% | -36.1% | -3.7% |
| 30D | -22.3% | -44.6% | +22.3% | -19.4% |
| 3M | -41.8% | -72.9% | +31.1% | -36.8% |
| 6M | -22.4% | -62.3% | +39.9% | -18.7% |
| YTD | -41.6% | -74.3% | +32.7% | -38.4% |
| 1Y | -48.0% | -90.5% | +42.5% | -41.6% |
| All | -59.1% | -91.8% | +32.7% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling