-7.4%
SPGI vs FRMI
-78.0%
+70.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -2.6% |
| 7D | -3.1% | +15.9% | -19.0% | -2.8% |
| 30D | +2.0% | -6.0% | +8.0% | +2.0% |
| 3M | +4.3% | -1.6% | +5.9% | +4.4% |
| 6M | -0.2% | -30.7% | +30.5% | -0.5% |
| YTD | -14.8% | -30.9% | +16.1% | -14.7% |
| All | -7.4% | -78.0% | +70.6% | -8.5% |
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