-40.3%
SE vs FRMI
-78.0%
+37.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.9% |
| 7D | -3.6% | +15.9% | -19.6% | -4.7% |
| 30D | -5.3% | -6.0% | +0.6% | -5.0% |
| 3M | +28.1% | -1.6% | +29.7% | +26.8% |
| 6M | +20.7% | -30.7% | +51.4% | +20.4% |
| YTD | -14.8% | -30.9% | +16.1% | -15.7% |
| All | -40.3% | -78.0% | +37.7% | -36.5% |
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