-93.2%
FRMI vs SAN
+23.5%
-116.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +6.4% | -17.0% | -14.0% |
| 7D | -39.7% | +4.5% | -44.3% | -41.5% |
| 30D | -55.2% | -12.1% | -43.1% | -51.1% |
| 3M | -71.2% | -15.6% | -55.6% | -67.6% |
| 6M | -64.1% | +5.8% | -69.9% | -64.2% |
| YTD | -77.2% | +5.5% | -82.7% | -78.3% |
| 1Y | -93.2% | +23.6% | -116.7% | -94.1% |
| All | -93.2% | +23.5% | -116.6% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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