-82.4%
FRMI vs SAN
+44.1%
-126.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.5% | +12.0% | +11.9% |
| 7D | +23.3% | +3.3% | +20.0% | +20.3% |
| 30D | -7.6% | +1.1% | -8.7% | -8.3% |
| 3M | +0.2% | +22.2% | -22.0% | -11.8% |
| 6M | -28.7% | +36.0% | -64.7% | -41.6% |
| YTD | -28.6% | +28.2% | -56.9% | -41.2% |
| All | -82.4% | +44.1% | -126.5% | -87.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling