-22.6%
SPOT vs FRMI
-79.6%
+57.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.3% | -8.5% | -3.2% |
| 7D | -0.9% | +2.4% | -3.3% | -0.9% |
| 30D | +12.5% | -17.3% | +29.8% | +12.5% |
| 3M | +9.9% | -17.2% | +27.0% | +9.5% |
| 6M | +1.6% | -43.4% | +44.9% | +0.8% |
| YTD | -6.6% | -36.0% | +29.4% | -7.9% |
| All | -22.6% | -79.6% | +57.0% | -26.5% |
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 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