+32.1%
XLK vs FRMI
-79.6%
+111.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.6% | +0.3% |
| 7D | +0.9% | +2.4% | -1.5% | +0.6% |
| 30D | +0.7% | -17.3% | +18.0% | +1.9% |
| 3M | -2.9% | -17.2% | +14.2% | -2.5% |
| 6M | +34.3% | -43.4% | +77.6% | +36.8% |
| YTD | +30.4% | -36.0% | +66.4% | +31.3% |
| All | +32.1% | -79.6% | +111.7% | +39.4% |
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