+0.8%
SO vs FRMI
-91.8%
+92.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +13.8% | -15.3% | -1.4% |
| 7D | -0.9% | +34.6% | -35.6% | -0.9% |
| 30D | +4.9% | -44.6% | +49.6% | +5.0% |
| 3M | +0.8% | -72.9% | +73.7% | +0.9% |
| 6M | +0.6% | -62.3% | +62.9% | +0.5% |
| YTD | +8.7% | -74.3% | +82.9% | +9.1% |
| 1Y | +4.0% | -90.5% | +94.5% | +4.3% |
| All | +0.8% | -91.8% | +92.6% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling