-5.0%
SPGI vs FRMI
-77.3%
+72.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +11.5% | -14.7% | -2.9% |
| 7D | -2.5% | +23.3% | -25.8% | -2.0% |
| 30D | +5.4% | -7.6% | +13.0% | +5.4% |
| 3M | +9.0% | +0.2% | +8.9% | +9.2% |
| 6M | +0.8% | -28.7% | +29.5% | +0.5% |
| YTD | -12.6% | -28.6% | +16.1% | -12.4% |
| All | -5.0% | -77.3% | +72.3% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling