+15.3%
SPY vs FRMI
-78.1%
+93.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.2% | +0.8% |
| 7D | -0.8% | +7.4% | -8.2% | -1.0% |
| 30D | -1.1% | -27.6% | +26.6% | -0.2% |
| 3M | +3.9% | -20.9% | +24.7% | +4.0% |
| 6M | +13.6% | -36.6% | +50.2% | +13.8% |
| YTD | +12.7% | -31.3% | +43.9% | +12.5% |
| All | +15.3% | -78.1% | +93.4% | +16.6% |
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