-7.8%
SRE vs FRMI
-29.8%
+22.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | -0.5% |
| 7D | +1.5% | +15.9% | -14.5% | +1.3% |
| 30D | +0.8% | -6.0% | +6.8% | +0.8% |
| 3M | -5.8% | -1.6% | -4.2% | -6.1% |
| 6M | -7.8% | -30.7% | +22.9% | -5.5% |
| All | -7.8% | -29.8% | +22.0% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling