-85.6%
SMR vs FRMI
-93.1%
+7.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -10.6% | +6.1% | -0.5% |
| 7D | -9.5% | -39.7% | +30.2% | +8.4% |
| 30D | -33.2% | -55.2% | +22.0% | -11.4% |
| 3M | -45.9% | -71.2% | +25.2% | -16.7% |
| 6M | -57.9% | -64.1% | +6.2% | -43.8% |
| YTD | -63.8% | -77.2% | +13.5% | -46.3% |
| 1Y | -85.6% | -93.2% | +7.6% | -67.7% |
| All | -85.6% | -93.1% | +7.5% | -67.7% |
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