-0.3%
SPOT vs FRMI
-93.1%
+92.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -10.6% | +15.2% | +4.5% |
| 7D | +16.6% | -39.7% | +56.3% | +16.1% |
| 30D | +29.9% | -55.2% | +85.1% | +29.7% |
| 3M | +31.3% | -71.2% | +102.4% | +31.4% |
| 6M | +43.2% | -64.1% | +107.3% | +40.9% |
| YTD | +8.1% | -77.2% | +85.3% | +5.7% |
| 1Y | -0.3% | -93.2% | +92.9% | +2.0% |
| All | -0.3% | -93.1% | +92.8% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling