-72.1%
SMR vs FRMI
-78.6%
+6.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.0% | -4.7% |
| 7D | +4.7% | +10.9% | -6.2% | +1.3% |
| 30D | +3.2% | -24.3% | +27.5% | +12.7% |
| 3M | +9.9% | -21.8% | +31.7% | +15.6% |
| 6M | -15.1% | -33.0% | +17.9% | -10.7% |
| YTD | -27.9% | -32.6% | +4.7% | -26.3% |
| All | -72.1% | -78.6% | +6.4% | -60.7% |
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 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