+23.2%
SPMO vs FRMI
-78.6%
+101.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.7% |
| 7D | +0.1% | +10.9% | -10.8% | -0.7% |
| 30D | -0.7% | -24.3% | +23.6% | +1.0% |
| 3M | +2.8% | -21.8% | +24.6% | +3.7% |
| 6M | +24.4% | -33.0% | +57.5% | +25.2% |
| YTD | +24.2% | -32.6% | +56.8% | +24.3% |
| All | +23.2% | -78.6% | +101.8% | +28.3% |
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