+1.3%
SYY vs FRMI
-78.0%
+79.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.3% | +2.2% |
| 7D | -0.2% | +15.9% | -16.2% | -0.5% |
| 30D | -2.7% | -6.0% | +3.2% | -2.7% |
| 3M | +5.9% | -1.6% | +7.5% | +5.4% |
| 6M | -2.3% | -30.7% | +28.4% | -2.8% |
| YTD | +13.1% | -30.9% | +44.0% | +13.0% |
| All | +1.3% | -78.0% | +79.3% | -3.6% |
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 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